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 2.90% 0.30 CHF 0.31 CHF 141,127 75,000 139,402 75,000 47,422 CHF 26,271 CHF 100.00% 100.00%
12/06/2024 2.91% 0.39 CHF 0.40 CHF 136,826 75,000 138,588 73,666 47,985 CHF 26,260 CHF 81.36% 81.36%
11/06/2024 2.72% 0.34 CHF 0.35 CHF 139,813 75,000 138,037 75,000 50,140 CHF 28,008 CHF 85.40% 85.40%
10/06/2024 2.69% 0.37 CHF 0.38 CHF 138,724 75,000 138,527 75,000 50,841 CHF 28,277 CHF 78.50% 78.50%
07/06/2024 2.61% 0.39 CHF 0.40 CHF 137,769 75,000 137,002 75,000 51,890 CHF 29,158 CHF 16.88% 16.88%
05/06/2024 2.41% 0.44 CHF 0.45 CHF 120,000 75,000 125,884 75,000 51,586 CHF 31,541 CHF 85.65% 85.65%
04/06/2024 2.73% 0.37 CHF 0.38 CHF 137,733 75,000 138,400 75,000 49,994 CHF 27,846 CHF 38.87% 38.87%
03/06/2024 2.43% 0.38 CHF 0.39 CHF 138,250 75,000 127,917 75,000 51,930 CHF 31,225 CHF 100.00% 100.00%
31/05/2024 2.45% 0.37 CHF 0.38 CHF 139,521 75,000 128,976 75,000 52,078 CHF 31,077 CHF 99.13% 99.13%
30/05/2024 2.01% 0.42 CHF 0.43 CHF 120,000 75,000 104,539 75,000 51,487 CHF 37,825 CHF 99.90% 99.90%

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