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 3.71% 0.27 CHF 0.28 CHF 1,500,000 200,000 1,500,000 200,000 396,983 CHF 54,931 CHF 99.25% 99.25%
13/06/2024 3.30% 0.29 CHF 0.30 CHF 1,500,000 200,000 1,500,000 200,000 446,731 CHF 61,564 CHF 98.99% 98.99%
12/06/2024 3.33% 0.32 CHF 0.33 CHF 1,500,000 200,000 1,500,000 200,000 443,265 CHF 61,102 CHF 99.27% 99.27%
11/06/2024 3.52% 0.29 CHF 0.30 CHF 1,500,000 200,000 1,500,000 200,000 418,524 CHF 57,803 CHF 99.22% 99.22%
10/06/2024 3.53% 0.27 CHF 0.28 CHF 1,500,000 200,000 1,500,000 200,000 417,897 CHF 57,720 CHF 99.17% 99.17%
07/06/2024 3.68% 0.27 CHF 0.28 CHF 1,500,000 200,000 1,500,000 200,000 400,456 CHF 55,394 CHF 99.26% 99.26%
05/06/2024 4.49% 0.21 CHF 0.22 CHF 1,500,000 200,000 1,500,000 200,000 326,493 CHF 45,532 CHF 99.22% 99.22%
04/06/2024 4.59% 0.21 CHF 0.22 CHF 1,500,000 200,000 1,500,000 200,000 319,251 CHF 44,567 CHF 99.26% 99.26%
03/06/2024 4.46% 0.22 CHF 0.23 CHF 1,500,000 200,000 1,500,000 200,000 329,006 CHF 45,867 CHF 99.27% 99.27%
31/05/2024 4.98% 0.21 CHF 0.22 CHF 1,500,000 200,000 1,500,000 200,000 294,116 CHF 41,215 CHF 98.89% 98.89%

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