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 0.89% 1.07 CHF 1.08 CHF 20,000 20,000 20,000 20,000 22,553 CHF 22,753 CHF 98.99% 98.99%
12/06/2024 0.69% 1.41 CHF 1.42 CHF 20,000 20,000 20,000 20,000 28,858 CHF 29,058 CHF 99.55% 99.55%
11/06/2024 0.63% 1.58 CHF 1.59 CHF 20,000 20,000 20,000 20,000 31,439 CHF 31,639 CHF 99.52% 99.52%
10/06/2024 0.63% 1.66 CHF 1.67 CHF 20,000 20,000 20,000 20,000 31,893 CHF 32,093 CHF 99.58% 99.58%
07/06/2024 0.59% 1.68 CHF 1.69 CHF 20,000 20,000 20,000 20,000 33,609 CHF 33,809 CHF 99.55% 99.55%
05/06/2024 0.56% 1.76 CHF 1.77 CHF 20,000 20,000 20,000 20,000 35,437 CHF 35,637 CHF 99.52% 99.57%
04/06/2024 0.57% 1.76 CHF 1.77 CHF 20,000 20,000 20,000 20,000 34,933 CHF 35,133 CHF 99.57% 99.57%
03/06/2024 0.54% 1.82 CHF 1.83 CHF 20,000 20,000 20,000 20,000 37,242 CHF 37,442 CHF 99.54% 99.54%
31/05/2024 0.55% 1.81 CHF 1.82 CHF 20,000 20,000 20,000 20,000 36,155 CHF 36,355 CHF 99.49% 99.49%
30/05/2024 0.56% 1.76 CHF 1.77 CHF 20,000 20,000 20,000 20,000 35,743 CHF 35,943 CHF 99.58% 99.58%

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