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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/06/2024 | 3.74% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 121,182 CHF | 41,894 CHF | 96.67% | 96.67% |
| 13/06/2024 | 1.91% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 234,209 CHF | 79,570 CHF | 97.19% | 97.19% |
| 12/06/2024 | 1.62% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,600 CHF | 93,700 CHF | 94.43% | 94.43% |
| 11/06/2024 | 1.53% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 293,326 CHF | 99,276 CHF | 86.89% | 86.89% |
| 10/06/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 431,808 | 143,936 | 325,247 CHF | 109,855 CHF | 97.37% | 97.37% |
| 07/06/2024 | 1.28% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 448,696 | 149,565 | 349,838 CHF | 118,108 CHF | 95.64% | 95.64% |
| 05/06/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 275,303 CHF | 93,268 CHF | 96.24% | 96.24% |
| 04/06/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 304,487 CHF | 102,996 CHF | 96.00% | 96.00% |
| 03/06/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,973 CHF | 121,158 CHF | 96.48% | 96.48% |
| 31/05/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 376,699 CHF | 127,066 CHF | 93.52% | 93.52% |
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