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 1.25% 0.83 CHF 0.84 CHF 310,000 310,000 138,925 138,925 113,036 CHF 114,428 CHF 99.58% 99.58%
12/06/2024 1.30% 0.79 CHF 0.80 CHF 310,000 310,000 134,473 134,473 105,234 CHF 106,581 CHF 99.82% 99.82%
11/06/2024 1.34% 0.77 CHF 0.78 CHF 300,000 300,000 132,474 132,474 101,005 CHF 102,332 CHF 99.80% 99.80%
10/06/2024 1.36% 0.75 CHF 0.76 CHF 290,000 290,000 129,955 129,955 96,607 CHF 97,909 CHF 99.90% 99.90%
07/06/2024 1.39% 0.74 CHF 0.75 CHF 290,000 290,000 129,490 129,490 95,007 CHF 96,305 CHF 99.82% 99.82%
05/06/2024 1.35% 0.76 CHF 0.77 CHF 300,000 300,000 134,168 134,168 101,522 CHF 102,866 CHF 100.00% 100.00%
04/06/2024 1.29% 0.78 CHF 0.79 CHF 300,000 300,000 134,391 134,391 105,420 CHF 106,766 CHF 99.82% 99.82%
03/06/2024 1.20% 0.82 CHF 0.83 CHF 310,000 310,000 137,591 137,591 115,032 CHF 116,411 CHF 99.81% 99.81%
31/05/2024 1.13% 0.90 CHF 0.91 CHF 320,000 320,000 143,250 143,250 128,945 CHF 130,381 CHF 99.70% 99.70%
30/05/2024 1.12% 0.90 CHF 0.91 CHF 320,000 320,000 143,368 143,368 129,770 CHF 131,206 CHF 99.44% 99.44%

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