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 28.46% 0.03 CHF 0.04 CHF 130,000 130,000 60,843 60,843 1,877 CHF 2,488 CHF 99.53% 99.53%
12/06/2024 21.52% 0.04 CHF 0.05 CHF 130,000 130,000 53,747 53,747 2,240 CHF 2,780 CHF 99.97% 99.97%
11/06/2024 16.71% 0.05 CHF 0.06 CHF 120,000 120,000 53,509 53,509 2,908 CHF 3,446 CHF 100.00% 100.00%
10/06/2024 14.45% 0.06 CHF 0.07 CHF 120,000 120,000 53,578 53,578 3,616 CHF 4,154 CHF 99.90% 99.90%
07/06/2024 12.69% 0.07 CHF 0.08 CHF 120,000 120,000 53,234 53,234 4,051 CHF 4,586 CHF 100.00% 100.00%
05/06/2024 13.34% 0.07 CHF 0.08 CHF 120,000 120,000 53,505 53,505 3,803 CHF 4,341 CHF 100.00% 100.00%
04/06/2024 16.00% 0.06 CHF 0.07 CHF 120,000 120,000 54,042 54,042 3,298 CHF 3,840 CHF 99.89% 99.89%
03/06/2024 22.35% 0.05 CHF 0.06 CHF 130,000 130,000 59,925 59,925 2,690 CHF 3,292 CHF 100.00% 100.00%
31/05/2024 29.22% 0.03 CHF 0.04 CHF 130,000 130,000 63,387 63,387 1,921 CHF 2,558 CHF 99.70% 99.70%
30/05/2024 29.23% 0.03 CHF 0.04 CHF 130,000 130,000 63,490 63,490 1,959 CHF 2,597 CHF 99.52% 99.52%

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