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 1.56% 0.64 CHF 0.65 CHF 300,000 100,000 300,000 100,000 190,589 CHF 64,530 CHF 99.38% 99.38%
13/06/2024 1.41% 0.67 CHF 0.68 CHF 300,000 100,000 300,000 100,000 210,860 CHF 71,287 CHF 99.04% 99.04%
12/06/2024 1.26% 0.82 CHF 0.83 CHF 300,000 100,000 300,000 100,000 236,996 CHF 79,999 CHF 99.38% 99.38%
11/06/2024 1.28% 0.78 CHF 0.79 CHF 300,000 100,000 300,000 100,000 232,054 CHF 78,351 CHF 99.38% 99.38%
10/06/2024 1.31% 0.76 CHF 0.77 CHF 300,000 100,000 300,000 100,000 228,090 CHF 77,030 CHF 99.38% 99.38%
07/06/2024 1.31% 0.76 CHF 0.77 CHF 300,000 100,000 300,000 100,000 227,109 CHF 76,703 CHF 99.15% 99.15%
05/06/2024 1.37% 0.75 CHF 0.76 CHF 300,000 100,000 300,000 100,000 217,489 CHF 73,496 CHF 99.37% 99.37%
04/06/2024 1.35% 0.73 CHF 0.74 CHF 300,000 100,000 300,000 100,000 220,245 CHF 74,415 CHF 99.08% 99.08%
03/06/2024 1.84% 0.77 CHF 0.78 CHF 300,000 100,000 300,000 100,000 230,462 CHF 78,251 CHF 99.38% 99.38%
31/05/2024 2.55% 0.76 CHF 0.78 CHF 300,000 100,000 300,000 100,000 232,514 CHF 79,505 CHF 99.37% 99.37%

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