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 28.34% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,924 256,840 30,666 CHF 10,513 CHF 99.39% 99.39%
12/06/2024 28.77% 0.05 CHF 0.06 CHF 1,000,000 500,000 995,848 270,797 31,681 CHF 11,599 CHF 99.39% 99.39%
11/06/2024 31.04% 0.03 CHF 0.04 CHF 1,000,000 250,000 996,454 250,000 27,428 CHF 9,384 CHF 99.39% 99.39%
10/06/2024 24.35% 0.04 CHF 0.05 CHF 1,000,000 250,000 996,293 250,000 36,082 CHF 11,553 CHF 97.15% 97.15%
07/06/2024 16.77% 0.04 CHF 0.05 CHF 1,000,000 250,000 852,747 360,868 47,102 CHF 24,734 CHF 99.15% 99.15%
05/06/2024 5.08% 0.18 CHF 0.19 CHF 300,000 300,000 273,714 273,714 52,469 CHF 55,206 CHF 99.21% 99.21%
04/06/2024 6.30% 0.18 CHF 0.19 CHF 300,000 300,000 341,633 341,633 52,561 CHF 55,978 CHF 99.38% 99.38%
03/06/2024 6.49% 0.15 CHF 0.16 CHF 325,000 325,000 352,909 352,909 52,651 CHF 56,180 CHF 99.36% 99.36%
31/05/2024 8.71% 0.13 CHF 0.14 CHF 425,000 425,000 464,986 464,986 51,133 CHF 55,783 CHF 99.38% 99.38%
30/05/2024 9.30% 0.11 CHF 0.12 CHF 475,000 475,000 499,875 439,262 51,319 CHF 50,234 CHF 98.65% 98.65%

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