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 22.22% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 20,000 CHF 2,500 CHF 100.00% 100.00%
12/06/2024 22.51% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 49,418 19,948 CHF 2,471 CHF 90.67% 90.67%
11/06/2024 22.22% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 20,000 CHF 2,500 CHF 100.00% 100.00%
10/06/2024 21.46% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 20,947 CHF 2,595 CHF 80.27% 80.27%
07/06/2024 19.73% 0.05 CHF 0.06 CHF 500,000 50,000 492,885 49,626 23,125 CHF 2,826 CHF 99.18% 99.18%
05/06/2024 18.87% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 24,151 CHF 2,915 CHF 99.43% 99.43%
04/06/2024 19.17% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 23,780 CHF 2,878 CHF 100.00% 100.00%
03/06/2024 17.71% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 25,851 CHF 3,085 CHF 100.00% 100.00%
31/05/2024 18.18% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 25,000 CHF 3,000 CHF 99.13% 99.13%
30/05/2024 18.18% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 25,000 CHF 3,000 CHF 99.74% 99.74%

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