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 4.32% 0.23 CHF 0.24 CHF 175,000 175,000 174,997 175,000 39,650 CHF 41,400 CHF 99.00% 99.00%
12/06/2024 5.30% 0.19 CHF 0.20 CHF 200,000 200,000 200,000 200,000 36,742 CHF 38,742 CHF 99.55% 99.55%
11/06/2024 5.45% 0.18 CHF 0.19 CHF 200,000 200,000 200,000 200,000 35,734 CHF 37,734 CHF 99.52% 99.52%
10/06/2024 5.53% 0.17 CHF 0.18 CHF 200,000 200,000 200,000 200,000 35,205 CHF 37,205 CHF 99.59% 99.59%
07/06/2024 5.71% 0.17 CHF 0.18 CHF 200,000 200,000 200,000 200,000 34,007 CHF 36,007 CHF 99.54% 99.54%
05/06/2024 6.06% 0.16 CHF 0.17 CHF 225,000 225,000 225,000 225,000 36,033 CHF 38,283 CHF 99.51% 99.56%
04/06/2024 5.92% 0.16 CHF 0.17 CHF 225,000 225,000 225,000 225,000 36,933 CHF 39,183 CHF 99.56% 99.56%
03/06/2024 6.16% 0.16 CHF 0.17 CHF 225,000 225,000 225,000 225,000 35,455 CHF 37,705 CHF 99.53% 99.53%
31/05/2024 6.00% 0.16 CHF 0.17 CHF 225,000 225,000 225,000 225,000 36,381 CHF 38,631 CHF 99.48% 99.48%
30/05/2024 5.92% 0.17 CHF 0.18 CHF 200,000 200,000 200,000 200,000 32,796 CHF 34,796 CHF 99.57% 99.57%

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