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 61.84% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,396 CHF 10,698 CHF 99.53% 99.53%
12/06/2024 29.56% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 486,705 29,683 CHF 19,187 CHF 99.53% 99.53%
11/06/2024 16.51% 0.04 CHF 0.05 CHF 1,000,000 400,000 928,548 329,097 52,865 CHF 21,781 CHF 99.39% 99.39%
10/06/2024 14.53% 0.07 CHF 0.08 CHF 900,000 300,000 890,648 296,883 57,446 CHF 22,118 CHF 99.58% 99.58%
07/06/2024 10.68% 0.09 CHF 0.10 CHF 900,000 300,000 882,067 294,022 78,294 CHF 29,038 CHF 99.56% 99.56%
05/06/2024 12.11% 0.07 CHF 0.08 CHF 1,000,000 400,000 956,266 356,266 74,301 CHF 31,184 CHF 99.57% 99.57%
04/06/2024 17.52% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 447,308 52,734 CHF 27,801 CHF 99.56% 99.56%
03/06/2024 36.79% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 499,825 24,045 CHF 17,012 CHF 93.31% 93.31%
31/05/2024 50.64% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 14,810 CHF 12,405 CHF 99.57% 99.57%
30/05/2024 50.76% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 14,813 CHF 12,406 CHF 99.65% 99.65%

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