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 3.74% 0.26 CHF 0.27 CHF 200,000 200,000 200,683 200,684 52,711 CHF 54,718 CHF 99.38% 99.38%
12/06/2024 3.68% 0.25 CHF 0.26 CHF 225,000 225,000 203,641 203,641 54,365 CHF 56,401 CHF 99.38% 99.38%
11/06/2024 3.61% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 54,376 CHF 56,376 CHF 99.39% 99.39%
10/06/2024 3.72% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 52,827 CHF 54,827 CHF 97.10% 97.10%
07/06/2024 4.02% 0.26 CHF 0.27 CHF 200,000 200,000 216,642 216,642 52,795 CHF 54,962 CHF 99.17% 99.17%
05/06/2024 5.36% 0.18 CHF 0.19 CHF 275,000 275,000 293,549 293,549 53,277 CHF 56,213 CHF 99.22% 99.22%
04/06/2024 4.93% 0.19 CHF 0.20 CHF 275,000 275,000 255,407 255,407 50,486 CHF 53,040 CHF 99.37% 99.37%
03/06/2024 4.78% 0.20 CHF 0.21 CHF 250,000 250,000 250,263 250,263 51,115 CHF 53,618 CHF 99.36% 99.36%
31/05/2024 4.29% 0.22 CHF 0.23 CHF 250,000 250,000 233,346 233,346 53,192 CHF 55,526 CHF 99.38% 99.38%
30/05/2024 4.13% 0.23 CHF 0.24 CHF 225,000 225,000 221,568 221,568 52,497 CHF 54,712 CHF 98.64% 98.64%

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