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
14/06/2024 4.56% 0.24 CHF 0.25 CHF 250,000 250,000 216,971 200,199 52,211 CHF 50,331 CHF 98.06% 98.06%
13/06/2024 4.24% 0.25 CHF 0.26 CHF 250,000 250,000 195,857 64,127 53,964 CHF 17,565 CHF 95.47% 95.47%
12/06/2024 3.53% 0.29 CHF 0.30 CHF 250,000 250,000 208,975 202,757 64,165 CHF 64,456 CHF 91.39% 91.39%
11/06/2024 4.38% 0.31 CHF 0.32 CHF 250,000 250,000 168,929 128,394 56,979 CHF 44,858 CHF 88.91% 88.91%
10/06/2024 2.97% 0.34 CHF 0.35 CHF 250,000 250,000 167,156 128,053 58,607 CHF 46,207 CHF 92.06% 92.06%
07/06/2024 2.95% 0.35 CHF 0.36 CHF 250,000 250,000 171,432 132,147 59,413 CHF 47,096 CHF 99.61% 99.61%
05/06/2024 4.82% 0.28 CHF 0.29 CHF 250,000 250,000 208,645 200,171 59,007 CHF 59,323 CHF 98.88% 98.88%
04/06/2024 4.23% 0.28 CHF 0.29 CHF 250,000 250,000 208,561 200,146 58,167 CHF 58,177 CHF 99.61% 99.61%
03/06/2024 4.73% 0.28 CHF 0.29 CHF 250,000 250,000 209,171 200,146 58,577 CHF 58,736 CHF 93.04% 93.04%
31/05/2024 4.07% 0.26 CHF 0.27 CHF 250,000 250,000 206,168 195,892 56,035 CHF 55,469 CHF 91.72% 91.72%

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