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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 05/06/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 444,559 CHF | 149,186 CHF | 93.90% | 93.90% |
| 04/06/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 436,007 CHF | 146,336 CHF | 99.23% | 99.23% |
| 03/06/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 420,628 CHF | 141,209 CHF | 92.31% | 92.31% |
| 31/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 407,654 CHF | 136,885 CHF | 97.22% | 97.22% |
| 30/05/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 403,778 CHF | 135,593 CHF | 97.70% | 97.70% |
| 29/05/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 403,436 CHF | 135,479 CHF | 97.79% | 97.79% |
| 28/05/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 414,797 CHF | 139,266 CHF | 95.65% | 95.65% |
| 27/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 422,409 CHF | 141,803 CHF | 79.92% | 79.92% |
| 24/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 423,588 CHF | 142,196 CHF | 95.51% | 95.51% |
| 23/05/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 432,411 CHF | 145,137 CHF | 94.11% | 94.11% |
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