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 16.26% 0.06 CHF 0.07 CHF 900,000 300,000 883,755 294,585 50,461 CHF 19,766 CHF 99.49% 99.49%
12/06/2024 26.54% 0.05 CHF 0.06 CHF 1,000,000 400,000 990,990 409,984 33,372 CHF 17,748 CHF 99.56% 99.56%
11/06/2024 27.91% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 452,259 31,041 CHF 18,507 CHF 99.30% 99.30%
10/06/2024 41.06% 0.04 CHF 0.05 CHF 1,000,000 400,000 999,905 478,424 21,778 CHF 14,802 CHF 99.60% 99.60%
07/06/2024 48.26% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 15,821 CHF 12,911 CHF 99.48% 99.48%
05/06/2024 78.09% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,975 CHF 8,987 CHF 99.50% 99.50%
04/06/2024 66.66% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,003 CHF 10,001 CHF 85.52% 99.12%
03/06/2024 34.10% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 26,618 CHF 18,309 CHF 93.34% 93.34%
31/05/2024 20.72% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 488,313 44,642 CHF 26,620 CHF 95.55% 95.55%
30/05/2024 15.38% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 400,000 60,019 CHF 28,008 CHF 99.55% 99.55%

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