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 1.55% 1.03 CHF 1.04 CHF 155,000 155,000 69,465 69,465 69,638 CHF 70,542 CHF 99.58% 99.58%
12/06/2024 1.65% 0.97 CHF 0.98 CHF 155,000 155,000 67,496 67,496 63,683 CHF 64,566 CHF 99.97% 99.97%
11/06/2024 2.03% 0.92 CHF 0.93 CHF 150,000 150,000 66,445 66,445 59,589 CHF 60,592 CHF 100.00% 100.00%
10/06/2024 2.05% 0.87 CHF 0.88 CHF 145,000 145,000 64,972 64,972 55,902 CHF 56,889 CHF 99.90% 99.90%
07/06/2024 2.12% 0.85 CHF 0.86 CHF 145,000 145,000 64,964 64,964 54,887 CHF 55,871 CHF 99.99% 99.99%
05/06/2024 2.01% 0.90 CHF 0.91 CHF 150,000 150,000 67,338 67,338 60,083 CHF 61,105 CHF 99.98% 99.98%
04/06/2024 1.61% 0.95 CHF 0.96 CHF 150,000 150,000 67,470 67,470 63,810 CHF 64,689 CHF 99.88% 99.88%
03/06/2024 1.44% 1.02 CHF 1.03 CHF 155,000 155,000 68,949 68,949 71,931 CHF 72,830 CHF 100.00% 100.00%
31/05/2024 1.32% 1.16 CHF 1.17 CHF 160,000 160,000 71,627 71,627 83,710 CHF 84,641 CHF 99.70% 99.70%
30/05/2024 1.30% 1.17 CHF 1.18 CHF 160,000 160,000 71,748 71,748 84,409 CHF 85,339 CHF 99.51% 99.51%

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