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 2.12% 0.76 CHF 0.77 CHF 155,000 155,000 69,465 69,465 50,862 CHF 51,766 CHF 99.58% 99.58%
12/06/2024 2.31% 0.70 CHF 0.71 CHF 155,000 155,000 67,486 67,486 45,440 CHF 46,323 CHF 99.96% 99.96%
11/06/2024 2.93% 0.64 CHF 0.65 CHF 150,000 150,000 66,444 66,444 41,557 CHF 42,560 CHF 100.00% 100.00%
10/06/2024 2.96% 0.60 CHF 0.61 CHF 145,000 145,000 64,972 64,972 38,327 CHF 39,314 CHF 99.90% 99.90%
07/06/2024 3.10% 0.58 CHF 0.59 CHF 145,000 145,000 64,960 64,960 37,349 CHF 38,334 CHF 100.00% 100.00%
05/06/2024 2.88% 0.63 CHF 0.64 CHF 150,000 150,000 67,350 67,350 41,937 CHF 42,959 CHF 100.00% 100.00%
04/06/2024 2.23% 0.68 CHF 0.69 CHF 150,000 150,000 67,475 67,475 45,623 CHF 46,502 CHF 99.89% 99.89%
03/06/2024 1.93% 0.74 CHF 0.75 CHF 155,000 155,000 68,940 68,940 53,203 CHF 54,101 CHF 99.99% 99.99%
31/05/2024 1.71% 0.89 CHF 0.90 CHF 160,000 160,000 71,623 71,623 64,149 CHF 65,080 CHF 99.70% 99.70%
30/05/2024 1.69% 0.90 CHF 0.91 CHF 160,000 160,000 71,748 71,748 64,761 CHF 65,691 CHF 99.52% 99.52%

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