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
14/06/2024 2.53% 1.16 CHF 1.19 CHF 25,000 25,000 25,000 25,000 29,255 CHF 30,005 CHF 99.67% 99.67%
13/06/2024 2.31% 1.18 CHF 1.21 CHF 25,000 25,000 25,000 25,000 32,065 CHF 32,815 CHF 97.42% 97.42%
12/06/2024 2.61% 1.21 CHF 1.24 CHF 25,000 25,000 24,713 24,713 28,486 CHF 29,235 CHF 94.83% 94.83%
11/06/2024 2.35% 1.09 CHF 1.12 CHF 25,000 25,000 25,000 25,000 27,463 CHF 28,116 CHF 97.17% 97.17%
10/06/2024 2.73% 1.09 CHF 1.12 CHF 25,000 25,000 25,000 25,000 27,113 CHF 27,863 CHF 86.59% 86.59%
07/06/2024 2.66% 1.10 CHF 1.13 CHF 25,000 25,000 25,000 25,000 27,865 CHF 28,615 CHF 66.20% 66.20%
05/06/2024 2.83% 1.05 CHF 1.08 CHF 25,000 25,000 25,000 25,000 26,169 CHF 26,919 CHF 99.19% 99.19%
04/06/2024 2.97% 0.99 CHF 1.02 CHF 25,000 25,000 25,000 25,000 24,899 CHF 25,649 CHF 100.00% 100.00%
03/06/2024 2.81% 1.07 CHF 1.10 CHF 25,000 25,000 25,000 25,000 26,325 CHF 27,075 CHF 99.73% 99.73%
31/05/2024 3.05% 0.99 CHF 1.02 CHF 25,000 25,000 25,000 25,000 24,257 CHF 25,007 CHF 97.07% 97.07%

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