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 2.20% 0.43 CHF 0.44 CHF 100,000 100,000 46,848 46,848 21,474 CHF 21,945 CHF 99.89% 99.89%
12/06/2024 2.28% 0.49 CHF 0.50 CHF 110,000 110,000 51,328 51,328 23,497 CHF 24,013 CHF 100.00% 100.00%
11/06/2024 2.61% 0.38 CHF 0.39 CHF 120,000 120,000 53,533 53,533 20,865 CHF 21,403 CHF 99.87% 99.87%
10/06/2024 2.38% 0.42 CHF 0.43 CHF 100,000 100,000 47,744 47,744 20,267 CHF 20,746 CHF 100.00% 100.00%
07/06/2024 2.57% 0.42 CHF 0.43 CHF 120,000 120,000 52,773 52,773 21,230 CHF 21,761 CHF 100.00% 100.00%
05/06/2024 2.62% 0.42 CHF 0.43 CHF 120,000 120,000 52,351 52,351 20,706 CHF 21,232 CHF 100.00% 100.00%
04/06/2024 2.51% 0.37 CHF 0.38 CHF 120,000 120,000 53,506 53,506 21,496 CHF 22,034 CHF 99.98% 99.98%
03/06/2024 4.05% 0.42 CHF 0.43 CHF 120,000 120,000 53,529 53,529 21,966 CHF 22,724 CHF 100.00% 100.00%
31/05/2024 4.02% 0.40 CHF 0.41 CHF 120,000 120,000 53,163 53,163 21,948 CHF 22,703 CHF 98.88% 98.88%
30/05/2024 4.05% 0.40 CHF 0.41 CHF 120,000 120,000 53,514 53,514 21,833 CHF 22,590 CHF 100.00% 100.00%

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