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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/06/2024 | 4.10% | 0.41 CHF | 0.43 CHF | 130,000 | 75,000 | 124,782 | 75,000 | 51,812 CHF | 32,459 CHF | 99.79% | 99.79% |
| 14/06/2024 | 3.90% | 0.42 CHF | 0.44 CHF | 120,000 | 75,000 | 120,031 | 75,000 | 51,892 CHF | 33,713 CHF | 100.00% | 100.00% |
| 13/06/2024 | 3.56% | 0.45 CHF | 0.47 CHF | 120,000 | 75,000 | 116,667 | 75,000 | 52,838 CHF | 35,221 CHF | 99.19% | 99.19% |
| 12/06/2024 | 3.53% | 0.48 CHF | 0.50 CHF | 110,000 | 75,000 | 113,275 | 74,152 | 52,090 CHF | 35,336 CHF | 94.76% | 94.76% |
| 11/06/2024 | 3.83% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 110,000 | 75,000 | 50,867 CHF | 36,035 CHF | 100.00% | 100.00% |
| 10/06/2024 | 3.36% | 0.48 CHF | 0.50 CHF | 110,000 | 75,000 | 110,000 | 75,000 | 52,021 CHF | 36,680 CHF | 83.62% | 83.62% |
| 07/06/2024 | 3.52% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 101,310 | 75,000 | 50,994 CHF | 39,117 CHF | 99.19% | 99.19% |
| 05/06/2024 | 3.47% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,845 CHF | 41,034 CHF | 99.62% | 99.62% |
| 04/06/2024 | 3.39% | 0.51 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 51,684 CHF | 40,100 CHF | 100.00% | 100.00% |
| 03/06/2024 | 3.35% | 0.52 CHF | 0.54 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,626 CHF | 40,814 CHF | 100.00% | 100.00% |
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