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
14/06/2024 13.11% 0.07 CHF 0.08 CHF 775,000 400,000 710,340 367,670 50,631 CHF 29,886 CHF 99.27% 99.27%
13/06/2024 11.62% 0.08 CHF 0.09 CHF 675,000 350,000 620,364 336,160 50,290 CHF 30,890 CHF 99.39% 99.39%
12/06/2024 7.76% 0.12 CHF 0.13 CHF 425,000 425,000 413,977 413,977 51,291 CHF 55,431 CHF 99.39% 99.39%
11/06/2024 6.80% 0.14 CHF 0.15 CHF 375,000 375,000 369,325 369,324 52,442 CHF 56,135 CHF 99.38% 99.38%
10/06/2024 6.61% 0.16 CHF 0.17 CHF 325,000 325,000 358,182 358,182 52,420 CHF 56,002 CHF 97.20% 97.20%
07/06/2024 6.06% 0.16 CHF 0.17 CHF 325,000 325,000 324,815 324,814 51,958 CHF 55,206 CHF 99.18% 99.18%
05/06/2024 5.54% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 52,676 CHF 55,676 CHF 99.25% 99.25%
04/06/2024 5.65% 0.17 CHF 0.18 CHF 300,000 300,000 301,825 301,825 51,937 CHF 54,955 CHF 99.38% 99.38%
03/06/2024 5.07% 0.18 CHF 0.19 CHF 300,000 300,000 270,232 270,232 51,887 CHF 54,589 CHF 99.38% 99.38%
31/05/2024 5.23% 0.19 CHF 0.20 CHF 275,000 275,000 283,636 283,636 52,837 CHF 55,673 CHF 99.38% 99.38%

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