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 15.73% 0.06 CHF 0.07 CHF 850,000 425,000 868,136 437,085 50,846 CHF 29,961 CHF 100.00% 100.00%
12/06/2024 16.07% 0.06 CHF 0.07 CHF 850,000 425,000 890,626 453,383 50,967 CHF 30,468 CHF 100.00% 100.00%
11/06/2024 15.12% 0.06 CHF 0.07 CHF 850,000 425,000 831,394 418,798 50,806 CHF 29,792 CHF 100.00% 100.00%
10/06/2024 12.98% 0.07 CHF 0.08 CHF 775,000 400,000 702,057 363,530 50,586 CHF 29,831 CHF 99.57% 99.57%
07/06/2024 13.44% 0.08 CHF 0.09 CHF 675,000 350,000 728,551 376,777 50,558 CHF 29,918 CHF 100.00% 100.00%
05/06/2024 13.54% 0.07 CHF 0.08 CHF 775,000 400,000 736,154 380,575 50,701 CHF 30,018 CHF 100.00% 100.00%
04/06/2024 13.21% 0.07 CHF 0.08 CHF 725,000 375,000 716,024 370,511 50,644 CHF 29,913 CHF 100.00% 100.00%
03/06/2024 12.13% 0.08 CHF 0.09 CHF 725,000 375,000 650,138 337,040 50,333 CHF 29,462 CHF 100.00% 100.00%
31/05/2024 12.63% 0.08 CHF 0.09 CHF 625,000 325,000 683,051 354,028 50,684 CHF 29,811 CHF 100.00% 100.00%
30/05/2024 13.03% 0.07 CHF 0.08 CHF 725,000 375,000 706,251 365,625 50,657 CHF 29,882 CHF 100.00% 100.00%

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