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
05/06/2024 8.13% 0.15 CHF 0.16 CHF 1,500,000 75,000 1,500,000 88,963 179,876 CHF 11,411 CHF 99.23% 99.23%
04/06/2024 7.42% 0.12 CHF 0.13 CHF 1,500,000 100,000 1,500,000 86,513 197,374 CHF 12,081 CHF 99.27% 99.27%
03/06/2024 6.61% 0.16 CHF 0.17 CHF 1,500,000 75,000 1,500,000 76,775 220,088 CHF 12,010 CHF 99.27% 99.27%
31/05/2024 9.60% 0.12 CHF 0.13 CHF 1,500,000 100,000 1,500,000 100,000 149,847 CHF 10,990 CHF 98.88% 98.88%
30/05/2024 7.09% 0.13 CHF 0.14 CHF 1,500,000 100,000 1,500,000 99,834 204,336 CHF 14,597 CHF 99.27% 99.27%
29/05/2024 6.70% 0.15 CHF 0.16 CHF 1,500,000 75,000 1,500,000 94,706 216,859 CHF 14,566 CHF 99.26% 99.26%
28/05/2024 5.19% 0.16 CHF 0.17 CHF 1,500,000 75,000 1,500,000 75,000 283,674 CHF 14,934 CHF 99.37% 99.37%
27/05/2024 7.88% 0.12 CHF 0.13 CHF 1,500,000 75,000 1,133,830 76,002 138,183 CHF 10,025 CHF 99.36% 99.36%
24/05/2024 7.22% 0.12 CHF 0.13 CHF 1,000,000 75,000 1,000,000 75,000 133,838 CHF 10,788 CHF 99.37% 99.37%
23/05/2024 5.56% 0.16 CHF 0.17 CHF 1,000,000 75,000 1,000,000 75,000 175,369 CHF 13,903 CHF 99.27% 99.27%

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