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 2.36% 0.41 CHF 0.42 CHF 1,000,000 150,000 1,000,000 150,000 419,155 CHF 64,373 CHF 98.97% 98.97%
12/06/2024 2.40% 0.45 CHF 0.46 CHF 1,000,000 150,000 1,000,000 150,000 411,653 CHF 63,248 CHF 99.27% 99.27%
11/06/2024 2.56% 0.40 CHF 0.41 CHF 1,000,000 150,000 1,000,000 150,000 386,028 CHF 59,404 CHF 99.22% 99.22%
10/06/2024 2.58% 0.38 CHF 0.39 CHF 1,000,000 150,000 1,000,000 150,000 382,595 CHF 58,889 CHF 99.16% 99.16%
07/06/2024 2.73% 0.37 CHF 0.38 CHF 1,000,000 150,000 1,000,000 150,000 362,144 CHF 55,822 CHF 99.26% 99.26%
05/06/2024 3.41% 0.28 CHF 0.29 CHF 1,000,000 150,000 1,000,000 150,000 288,192 CHF 44,729 CHF 99.23% 99.23%
04/06/2024 3.41% 0.29 CHF 0.30 CHF 1,000,000 150,000 1,000,000 150,000 288,367 CHF 44,755 CHF 99.27% 99.27%
03/06/2024 3.33% 0.29 CHF 0.30 CHF 1,000,000 150,000 1,000,000 150,000 295,092 CHF 45,764 CHF 99.27% 99.27%
31/05/2024 3.74% 0.28 CHF 0.29 CHF 1,000,000 150,000 1,000,000 150,000 262,869 CHF 40,930 CHF 98.89% 98.89%
30/05/2024 3.87% 0.25 CHF 0.26 CHF 1,000,000 150,000 1,000,000 150,000 253,468 CHF 39,520 CHF 99.27% 99.27%

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