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 3.88% 0.22 CHF 0.23 CHF 166,000 166,000 163,927 163,927 41,678 CHF 43,318 CHF 100.00% 100.00%
12/06/2024 3.34% 0.27 CHF 0.28 CHF 162,000 162,000 161,519 161,519 47,600 CHF 49,215 CHF 99.92% 99.92%
11/06/2024 3.22% 0.28 CHF 0.29 CHF 162,000 162,000 160,694 160,694 49,450 CHF 51,057 CHF 100.00% 100.00%
10/06/2024 3.20% 0.33 CHF 0.34 CHF 160,000 160,000 160,764 160,764 49,438 CHF 51,045 CHF 100.00% 100.00%
07/06/2024 2.98% 0.34 CHF 0.35 CHF 158,000 158,000 158,684 158,684 52,434 CHF 54,021 CHF 100.00% 100.00%
05/06/2024 2.97% 0.33 CHF 0.34 CHF 158,000 158,000 158,702 158,702 52,708 CHF 54,295 CHF 100.00% 100.00%
04/06/2024 3.25% 0.29 CHF 0.30 CHF 162,000 162,000 160,093 160,093 48,560 CHF 50,161 CHF 100.00% 100.00%
03/06/2024 2.34% 0.38 CHF 0.39 CHF 156,000 156,000 153,028 153,028 64,715 CHF 66,245 CHF 99.99% 99.99%
31/05/2024 2.41% 0.43 CHF 0.44 CHF 152,000 152,000 153,353 153,353 62,896 CHF 64,429 CHF 98.63% 98.63%
30/05/2024 2.87% 0.34 CHF 0.35 CHF 156,000 156,000 156,193 156,193 53,685 CHF 55,247 CHF 100.00% 100.00%

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