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
25/06/2024 0.45% 2.22 CHF 2.23 CHF 120,000 120,000 119,505 119,505 267,156 CHF 268,351 CHF 99.87% 99.87%
24/06/2024 0.45% 2.23 CHF 2.24 CHF 120,000 120,000 119,505 119,505 265,002 CHF 266,197 CHF 99.90% 99.90%
21/06/2024 0.45% 2.21 CHF 2.22 CHF 120,000 120,000 119,503 119,503 262,539 CHF 263,734 CHF 99.50% 99.50%
20/06/2024 0.45% 2.21 CHF 2.22 CHF 120,000 120,000 119,505 119,505 262,609 CHF 263,804 CHF 99.68% 99.68%
19/06/2024 0.46% 2.17 CHF 2.18 CHF 120,000 120,000 120,776 120,776 261,584 CHF 262,792 CHF 99.83% 99.83%
18/06/2024 0.47% 2.14 CHF 2.15 CHF 125,000 125,000 124,235 124,235 265,781 CHF 267,024 CHF 99.69% 99.69%
17/06/2024 0.47% 2.13 CHF 2.14 CHF 125,000 125,000 124,403 124,403 262,338 CHF 263,583 CHF 96.56% 96.56%
14/06/2024 0.47% 2.08 CHF 2.09 CHF 125,000 125,000 123,824 123,824 261,374 CHF 262,612 CHF 100.00% 100.00%
13/06/2024 0.45% 2.17 CHF 2.18 CHF 120,000 120,000 119,445 119,445 265,565 CHF 266,760 CHF 99.71% 99.71%
12/06/2024 0.45% 2.24 CHF 2.25 CHF 120,000 120,000 119,504 119,504 265,772 CHF 266,967 CHF 99.75% 99.75%

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