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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/06/2024 | 3.09% | 0.62 CHF | 0.64 CHF | 90,000 | 75,000 | 86,528 | 75,000 | 53,937 CHF | 48,249 CHF | 99.19% | 99.19% |
| 12/06/2024 | 3.04% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 82,885 | 74,118 | 52,267 CHF | 48,201 CHF | 91.09% | 91.09% |
| 11/06/2024 | 2.68% | 0.63 CHF | 0.65 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 50,876 CHF | 48,991 CHF | 89.85% | 89.85% |
| 10/06/2024 | 2.67% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,599 CHF | 49,684 CHF | 99.61% | 99.61% |
| 07/06/2024 | 2.64% | 0.67 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,061 CHF | 52,041 CHF | 99.19% | 99.19% |
| 05/06/2024 | 2.34% | 0.69 CHF | 0.71 CHF | 80,000 | 75,000 | 79,693 | 75,000 | 55,953 CHF | 53,910 CHF | 99.61% | 99.61% |
| 04/06/2024 | 2.49% | 0.68 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,182 CHF | 53,040 CHF | 100.00% | 100.00% |
| 03/06/2024 | 2.39% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 79,611 | 75,000 | 55,750 CHF | 53,795 CHF | 100.00% | 100.00% |
| 31/05/2024 | 2.58% | 0.72 CHF | 0.74 CHF | 75,000 | 75,000 | 79,293 | 75,000 | 54,804 CHF | 53,210 CHF | 97.07% | 97.07% |
| 30/05/2024 | 2.59% | 0.69 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,547 CHF | 52,477 CHF | 99.90% | 99.90% |
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