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 1.35% 0.74 CHF 0.75 CHF 300,000 100,000 300,000 100,000 220,540 CHF 74,513 CHF 99.23% 99.23%
12/06/2024 1.54% 0.69 CHF 0.70 CHF 300,000 100,000 300,000 100,000 194,076 CHF 65,692 CHF 99.23% 99.23%
11/06/2024 1.59% 0.63 CHF 0.64 CHF 300,000 100,000 300,000 100,000 187,761 CHF 63,587 CHF 98.91% 98.91%
10/06/2024 1.77% 0.64 CHF 0.65 CHF 300,000 100,000 300,000 100,000 168,723 CHF 57,241 CHF 99.23% 99.23%
07/06/2024 2.01% 0.47 CHF 0.48 CHF 300,000 100,000 300,000 100,000 147,771 CHF 50,257 CHF 98.35% 98.35%
05/06/2024 2.66% 0.38 CHF 0.39 CHF 300,000 100,000 300,000 100,000 111,487 CHF 38,162 CHF 99.01% 99.01%
04/06/2024 2.48% 0.40 CHF 0.41 CHF 300,000 100,000 300,000 100,000 119,621 CHF 40,874 CHF 98.11% 98.11%
03/06/2024 1.91% 0.40 CHF 0.41 CHF 300,000 100,000 300,000 100,000 156,874 CHF 53,291 CHF 92.81% 92.81%
31/05/2024 1.67% 0.55 CHF 0.56 CHF 300,000 100,000 300,000 100,000 179,030 CHF 60,677 CHF 91.53% 91.53%
30/05/2024 1.48% 0.67 CHF 0.68 CHF 300,000 100,000 300,000 100,000 201,666 CHF 68,222 CHF 98.81% 98.81%

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