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 62.89% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,418 CHF 10,709 CHF 99.35% 99.35%
12/06/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.15% 99.15%
11/06/2024 38.91% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,953 CHF 15,477 CHF 99.28% 99.28%
10/06/2024 40.11% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,961 CHF 14,980 CHF 99.41% 99.41%
07/06/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.33% 99.33%
05/06/2024 37.54% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 22,150 CHF 16,075 CHF 99.28% 99.28%
04/06/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.35% 99.35%
03/06/2024 23.26% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 38,501 CHF 24,251 CHF 99.39% 99.39%
31/05/2024 23.39% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,157 CHF 24,079 CHF 99.34% 99.34%
30/05/2024 31.09% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 27,793 CHF 18,896 CHF 99.38% 99.38%

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