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 0.51% 3.03 CHF 3.04 CHF 94,000 94,000 38,174 38,174 115,185 CHF 115,688 CHF 98.65% 98.65%
12/06/2024 0.36% 2.90 CHF 2.91 CHF 96,000 96,000 41,280 41,280 117,122 CHF 117,535 CHF 100.00% 100.00%
11/06/2024 0.38% 2.70 CHF 2.71 CHF 100,000 100,000 42,141 42,141 113,400 CHF 113,822 CHF 100.00% 100.00%
10/06/2024 0.40% 2.68 CHF 2.69 CHF 100,000 100,000 43,210 43,210 110,690 CHF 111,123 CHF 100.00% 100.00%
07/06/2024 0.41% 2.53 CHF 2.54 CHF 102,000 102,000 43,321 43,321 108,372 CHF 108,806 CHF 99.99% 99.99%
05/06/2024 0.42% 2.48 CHF 2.49 CHF 104,000 104,000 44,347 44,347 107,372 CHF 107,816 CHF 99.98% 99.98%
04/06/2024 0.43% 2.27 CHF 2.28 CHF 108,000 108,000 44,498 44,498 103,499 CHF 103,945 CHF 99.98% 99.98%
03/06/2024 0.43% 2.31 CHF 2.32 CHF 106,000 106,000 44,427 44,427 104,660 CHF 105,105 CHF 99.88% 99.88%
31/05/2024 0.44% 2.16 CHF 2.17 CHF 108,000 108,000 45,349 45,349 102,965 CHF 103,420 CHF 98.34% 98.34%
30/05/2024 0.40% 2.40 CHF 2.41 CHF 104,000 104,000 43,075 43,075 107,830 CHF 108,261 CHF 99.99% 99.99%

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