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 0.54% 2.87 CHF 2.88 CHF 94,000 94,000 38,167 38,167 109,145 CHF 109,649 CHF 98.65% 98.65%
12/06/2024 0.39% 2.74 CHF 2.75 CHF 96,000 96,000 41,278 41,278 110,601 CHF 111,014 CHF 100.00% 100.00%
11/06/2024 0.40% 2.54 CHF 2.55 CHF 100,000 100,000 42,141 42,141 106,728 CHF 107,151 CHF 100.00% 100.00%
10/06/2024 0.43% 2.52 CHF 2.53 CHF 100,000 100,000 43,209 43,209 103,871 CHF 104,304 CHF 100.00% 100.00%
07/06/2024 0.44% 2.37 CHF 2.38 CHF 102,000 102,000 43,319 43,319 101,549 CHF 101,983 CHF 100.00% 100.00%
05/06/2024 0.45% 2.32 CHF 2.33 CHF 104,000 104,000 44,352 44,352 100,400 CHF 100,845 CHF 99.99% 99.99%
04/06/2024 0.47% 2.11 CHF 2.12 CHF 108,000 108,000 44,521 44,521 96,564 CHF 97,010 CHF 100.00% 100.00%
03/06/2024 0.46% 2.15 CHF 2.16 CHF 106,000 106,000 44,428 44,428 97,650 CHF 98,095 CHF 99.88% 99.88%
31/05/2024 0.48% 2.00 CHF 2.01 CHF 108,000 108,000 45,346 45,346 95,745 CHF 96,199 CHF 98.34% 98.34%
30/05/2024 0.43% 2.24 CHF 2.25 CHF 104,000 104,000 43,069 43,069 100,948 CHF 101,379 CHF 99.98% 99.98%

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