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 11.53% 0.09 CHF 0.10 CHF 625,000 325,000 617,267 317,413 50,493 CHF 29,129 CHF 99.39% 99.39%
12/06/2024 11.61% 0.09 CHF 0.10 CHF 575,000 300,000 618,007 320,719 50,149 CHF 29,230 CHF 99.39% 99.39%
11/06/2024 11.39% 0.09 CHF 0.10 CHF 625,000 325,000 611,278 311,015 50,653 CHF 28,869 CHF 99.38% 99.38%
10/06/2024 11.59% 0.08 CHF 0.09 CHF 625,000 325,000 618,798 319,406 50,301 CHF 29,150 CHF 97.21% 97.21%
07/06/2024 11.45% 0.08 CHF 0.09 CHF 625,000 325,000 611,011 312,738 50,317 CHF 28,872 CHF 99.18% 99.18%
05/06/2024 11.48% 0.09 CHF 0.10 CHF 600,000 300,000 611,636 313,792 50,229 CHF 28,898 CHF 99.24% 99.24%
04/06/2024 10.34% 0.09 CHF 0.10 CHF 600,000 300,000 559,803 349,219 51,363 CHF 35,934 CHF 99.39% 99.39%
03/06/2024 11.44% 0.08 CHF 0.09 CHF 625,000 325,000 612,084 312,222 50,461 CHF 28,850 CHF 99.39% 99.39%
31/05/2024 10.53% 0.09 CHF 0.10 CHF 575,000 300,000 575,123 301,069 51,723 CHF 30,087 CHF 99.39% 99.39%
30/05/2024 8.87% 0.10 CHF 0.11 CHF 500,000 500,000 478,700 478,700 51,631 CHF 56,418 CHF 98.67% 98.67%

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