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
13/06/2024 100.00% 0.01 CHF 0.03 CHF 500,000 25,000 500,000 25,000 5,000 CHF 750 CHF 99.20% 99.20%
12/06/2024 104.16% 0.01 CHF 0.04 CHF 500,000 25,000 500,000 25,000 5,000 CHF 802 CHF 87.45% 93.06%
11/06/2024 100.00% 0.01 CHF 0.03 CHF 500,000 25,000 500,000 25,000 5,000 CHF 750 CHF 100.00% 100.00%
10/06/2024 100.00% 0.01 CHF 0.03 CHF 500,000 25,000 500,000 25,000 5,000 CHF 750 CHF 51.69% 51.69%
07/06/2024 120.00% 0.01 CHF 0.04 CHF 500,000 25,000 500,000 25,000 5,000 CHF 1,000 CHF 97.04% 97.04%
05/06/2024 120.00% 0.01 CHF 0.04 CHF 500,000 25,000 500,000 25,000 5,000 CHF 1,000 CHF 90.87% 90.87%
04/06/2024 117.10% 0.01 CHF 0.04 CHF 500,000 25,000 500,000 25,000 5,000 CHF 964 CHF 100.00% 100.00%
03/06/2024 115.32% 0.01 CHF 0.04 CHF 500,000 25,000 500,000 25,000 5,439 CHF 1,000 CHF 100.00% 100.00%
31/05/2024 120.00% 0.01 CHF 0.04 CHF 500,000 25,000 500,000 25,000 5,000 CHF 1,000 CHF 99.13% 99.13%
30/05/2024 119.83% 0.01 CHF 0.04 CHF 500,000 25,000 500,000 25,000 5,000 CHF 998 CHF 99.74% 99.74%

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