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 2.65% 1.03 CHF 1.06 CHF 50,000 50,000 49,962 49,962 55,828 CHF 57,328 CHF 99.22% 99.22%
12/06/2024 2.92% 1.06 CHF 1.09 CHF 50,000 50,000 50,000 50,000 50,696 CHF 52,196 CHF 99.96% 99.96%
11/06/2024 3.06% 0.96 CHF 0.99 CHF 50,000 50,000 50,000 50,000 48,295 CHF 49,795 CHF 100.00% 100.00%
10/06/2024 3.08% 0.96 CHF 0.99 CHF 50,000 50,000 50,000 50,000 47,889 CHF 49,389 CHF 99.88% 99.88%
07/06/2024 3.00% 0.97 CHF 1.00 CHF 50,000 50,000 50,000 50,000 49,299 CHF 50,799 CHF 99.10% 99.10%
05/06/2024 3.18% 0.93 CHF 0.96 CHF 50,000 50,000 49,981 49,981 46,420 CHF 47,920 CHF 99.68% 99.68%
04/06/2024 3.32% 0.89 CHF 0.92 CHF 50,000 50,000 50,000 50,000 44,397 CHF 45,897 CHF 99.92% 99.92%
03/06/2024 3.16% 0.95 CHF 0.98 CHF 50,000 50,000 50,000 50,000 46,754 CHF 48,254 CHF 99.71% 99.71%
31/05/2024 3.41% 0.88 CHF 0.91 CHF 50,000 50,000 50,000 50,000 43,310 CHF 44,810 CHF 98.76% 98.76%
30/05/2024 3.20% 0.91 CHF 0.94 CHF 50,000 50,000 50,000 50,000 46,074 CHF 47,574 CHF 100.00% 100.00%

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