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 3.45% 0.53 CHF 0.55 CHF 100,000 100,000 100,000 100,000 57,262 CHF 59,262 CHF 98.95% 98.95%
12/06/2024 2.41% 0.79 CHF 0.81 CHF 100,000 100,000 100,000 100,000 81,987 CHF 83,987 CHF 98.55% 98.55%
11/06/2024 2.16% 0.92 CHF 0.94 CHF 100,000 100,000 100,000 100,000 91,504 CHF 93,504 CHF 97.16% 97.16%
10/06/2024 2.12% 0.98 CHF 1.00 CHF 100,000 100,000 100,000 100,000 93,251 CHF 95,251 CHF 99.09% 99.09%
07/06/2024 2.00% 0.99 CHF 1.01 CHF 100,000 100,000 100,000 100,000 99,229 CHF 101,229 CHF 99.49% 99.49%
05/06/2024 1.87% 1.05 CHF 1.07 CHF 100,000 100,000 100,000 100,000 105,685 CHF 107,685 CHF 88.08% 88.08%
04/06/2024 1.91% 1.05 CHF 1.07 CHF 100,000 100,000 100,000 100,000 103,903 CHF 105,903 CHF 99.55% 99.55%
03/06/2024 1.78% 1.09 CHF 1.11 CHF 100,000 100,000 100,000 100,000 111,630 CHF 113,630 CHF 99.54% 99.54%
31/05/2024 1.84% 1.08 CHF 1.10 CHF 100,000 100,000 100,000 100,000 107,951 CHF 109,951 CHF 99.48% 99.48%
30/05/2024 1.90% 1.08 CHF 1.10 CHF 100,000 100,000 100,000 100,000 104,376 CHF 106,376 CHF 9.07% 9.07%

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