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 15.62% 0.06 CHF 0.07 CHF 925,000 475,000 861,720 433,875 50,845 CHF 29,931 CHF 100.00% 100.00%
12/06/2024 15.76% 0.07 CHF 0.08 CHF 775,000 400,000 868,088 445,371 50,715 CHF 30,476 CHF 100.00% 100.00%
11/06/2024 15.95% 0.06 CHF 0.07 CHF 925,000 475,000 882,269 447,292 50,898 CHF 30,264 CHF 100.00% 100.00%
10/06/2024 15.34% 0.06 CHF 0.07 CHF 850,000 425,000 845,062 423,385 50,858 CHF 29,716 CHF 97.75% 97.75%
07/06/2024 15.06% 0.07 CHF 0.08 CHF 775,000 400,000 820,274 415,091 50,377 CHF 29,654 CHF 99.79% 99.79%
05/06/2024 15.40% 0.07 CHF 0.08 CHF 775,000 400,000 849,784 432,450 50,902 CHF 30,231 CHF 99.82% 99.82%
04/06/2024 17.44% 0.06 CHF 0.07 CHF 925,000 475,000 962,408 487,469 50,392 CHF 30,415 CHF 100.00% 100.00%
03/06/2024 16.78% 0.06 CHF 0.07 CHF 925,000 475,000 928,128 476,043 50,681 CHF 30,757 CHF 100.00% 100.00%
31/05/2024 16.67% 0.06 CHF 0.07 CHF 925,000 475,000 925,000 475,000 50,880 CHF 30,878 CHF 100.00% 100.00%
30/05/2024 16.69% 0.06 CHF 0.07 CHF 925,000 475,000 924,077 472,071 50,776 CHF 30,659 CHF 99.28% 99.28%

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