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 2.85% 0.57 CHF 0.58 CHF 155,000 155,000 69,464 69,464 37,768 CHF 38,672 CHF 99.58% 99.58%
12/06/2024 3.20% 0.51 CHF 0.52 CHF 155,000 155,000 67,494 67,494 32,773 CHF 33,656 CHF 99.97% 99.97%
11/06/2024 4.22% 0.46 CHF 0.47 CHF 150,000 150,000 66,443 66,443 29,001 CHF 30,005 CHF 100.00% 100.00%
10/06/2024 4.30% 0.41 CHF 0.42 CHF 145,000 145,000 64,972 64,972 26,029 CHF 27,016 CHF 99.90% 99.90%
07/06/2024 4.59% 0.39 CHF 0.40 CHF 145,000 145,000 64,959 64,959 25,087 CHF 26,071 CHF 100.00% 100.00%
05/06/2024 4.11% 0.44 CHF 0.45 CHF 150,000 150,000 67,343 67,343 29,238 CHF 30,259 CHF 99.99% 99.99%
04/06/2024 3.06% 0.49 CHF 0.50 CHF 150,000 150,000 67,468 67,468 32,940 CHF 33,819 CHF 99.88% 99.88%
03/06/2024 2.52% 0.56 CHF 0.57 CHF 155,000 155,000 68,950 68,950 40,145 CHF 41,043 CHF 100.00% 100.00%
31/05/2024 2.16% 0.70 CHF 0.71 CHF 160,000 160,000 71,625 71,625 50,544 CHF 51,475 CHF 99.70% 99.70%
30/05/2024 2.13% 0.71 CHF 0.72 CHF 160,000 160,000 71,747 71,747 51,076 CHF 52,006 CHF 99.51% 99.51%

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