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 7.11% 1.01 CHF 1.02 CHF 50,000 25,000 57,827 9,064 56,387 CHF 9,423 CHF 99.68% 99.68%
12/06/2024 2.50% 0.98 CHF 0.99 CHF 60,000 25,000 60,000 19,407 57,611 CHF 19,123 CHF 77.89% 77.89%
11/06/2024 2.68% 0.96 CHF 0.97 CHF 60,000 25,000 60,000 19,864 56,935 CHF 19,351 CHF 96.41% 96.41%
10/06/2024 2.75% 0.97 CHF 0.98 CHF 60,000 25,000 59,996 20,012 55,037 CHF 18,917 CHF 99.56% 99.56%
07/06/2024 2.83% 0.88 CHF 0.89 CHF 60,000 25,000 60,000 20,022 52,733 CHF 18,100 CHF 99.67% 99.67%
05/06/2024 2.92% 0.84 CHF 0.85 CHF 60,000 25,000 67,488 20,015 55,399 CHF 16,943 CHF 82.14% 82.14%
04/06/2024 3.00% 0.84 CHF 0.85 CHF 60,000 25,000 64,178 20,009 53,468 CHF 17,160 CHF 99.67% 99.67%
03/06/2024 2.79% 0.84 CHF 0.85 CHF 60,000 25,000 60,000 20,010 53,745 CHF 18,364 CHF 99.63% 99.63%
31/05/2024 2.69% 0.93 CHF 0.94 CHF 60,000 25,000 60,000 15,626 56,242 CHF 14,971 CHF 99.68% 99.68%
30/05/2024 2.60% 0.97 CHF 0.98 CHF 60,000 10,000 59,999 4,130 58,278 CHF 4,097 CHF 99.69% 99.69%

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