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 2.29% 0.43 CHF 0.44 CHF 750,000 250,000 731,890 243,963 315,537 CHF 107,619 CHF 99.42% 99.42%
12/06/2024 2.52% 0.41 CHF 0.42 CHF 750,000 250,000 750,000 250,000 294,138 CHF 100,546 CHF 99.46% 99.46%
11/06/2024 2.57% 0.38 CHF 0.39 CHF 750,000 250,000 750,000 250,000 287,640 CHF 98,380 CHF 99.33% 99.33%
10/06/2024 2.75% 0.39 CHF 0.40 CHF 750,000 250,000 750,000 250,000 269,690 CHF 92,397 CHF 99.56% 99.56%
07/06/2024 2.97% 0.32 CHF 0.33 CHF 750,000 250,000 750,000 250,000 248,923 CHF 85,474 CHF 99.55% 99.55%
05/06/2024 3.38% 0.29 CHF 0.30 CHF 750,000 250,000 864,733 288,244 251,554 CHF 86,734 CHF 99.49% 99.49%
04/06/2024 3.29% 0.30 CHF 0.31 CHF 750,000 250,000 763,319 254,440 228,025 CHF 78,553 CHF 99.13% 99.13%
03/06/2024 2.85% 0.30 CHF 0.31 CHF 750,000 250,000 750,000 250,000 259,970 CHF 89,157 CHF 93.34% 93.34%
31/05/2024 2.59% 0.36 CHF 0.37 CHF 750,000 250,000 750,000 250,000 285,889 CHF 97,796 CHF 95.54% 95.54%
30/05/2024 2.41% 0.41 CHF 0.42 CHF 750,000 250,000 750,000 250,000 307,774 CHF 105,091 CHF 99.54% 99.54%

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