market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
17/06/2024 42.08% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 28,378 CHF 4,338 CHF 98.86% 98.86%
14/06/2024 55.54% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 19,731 CHF 3,473 CHF 99.23% 99.23%
13/06/2024 60.05% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 18,145 CHF 3,314 CHF 99.02% 99.02%
12/06/2024 62.87% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 16,754 CHF 3,175 CHF 99.27% 99.27%
11/06/2024 57.25% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 18,784 CHF 3,378 CHF 99.26% 99.26%
10/06/2024 64.27% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 15,927 CHF 3,093 CHF 99.24% 99.24%
07/06/2024 47.62% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 24,052 CHF 3,905 CHF 99.26% 99.26%
05/06/2024 44.71% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 26,216 CHF 4,122 CHF 99.25% 99.25%
04/06/2024 50.66% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 22,140 CHF 3,714 CHF 99.27% 99.27%
03/06/2024 41.28% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 29,033 CHF 4,403 CHF 99.27% 99.27%

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