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 5.48% 0.16 CHF 0.17 CHF 300,000 300,000 299,460 299,460 53,161 CHF 56,155 CHF 100.00% 100.00%
12/06/2024 5.53% 0.19 CHF 0.20 CHF 275,000 275,000 292,416 292,416 51,409 CHF 54,333 CHF 100.00% 100.00%
11/06/2024 5.65% 0.16 CHF 0.17 CHF 325,000 325,000 305,285 305,285 52,577 CHF 55,630 CHF 100.00% 100.00%
10/06/2024 5.42% 0.18 CHF 0.19 CHF 300,000 300,000 299,734 299,734 53,817 CHF 56,814 CHF 97.79% 97.79%
07/06/2024 5.37% 0.18 CHF 0.19 CHF 275,000 275,000 295,322 295,322 53,553 CHF 56,506 CHF 99.78% 99.78%
05/06/2024 5.54% 0.19 CHF 0.20 CHF 275,000 275,000 296,300 296,300 52,065 CHF 55,028 CHF 99.85% 99.85%
04/06/2024 6.24% 0.16 CHF 0.17 CHF 325,000 325,000 336,428 336,428 52,244 CHF 55,609 CHF 100.00% 100.00%
03/06/2024 6.05% 0.16 CHF 0.17 CHF 325,000 325,000 324,480 324,480 52,012 CHF 55,257 CHF 100.00% 100.00%
31/05/2024 6.00% 0.16 CHF 0.17 CHF 325,000 325,000 320,314 320,314 51,808 CHF 55,011 CHF 100.00% 100.00%
30/05/2024 5.97% 0.17 CHF 0.18 CHF 325,000 325,000 317,871 317,871 51,671 CHF 54,850 CHF 99.28% 99.28%

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