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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 | 6.64% | 0.25 CHF | 0.26 CHF | 192,776 | 75,000 | 191,752 | 75,000 | 47,776 CHF | 19,977 CHF | 99.19% | 99.19% |
| 12/06/2024 | 6.44% | 0.27 CHF | 0.29 CHF | 184,941 | 75,000 | 190,268 | 74,118 | 48,548 CHF | 20,169 CHF | 91.09% | 91.09% |
| 11/06/2024 | 5.96% | 0.25 CHF | 0.27 CHF | 191,386 | 75,000 | 190,045 | 75,000 | 49,327 CHF | 20,666 CHF | 100.00% | 100.00% |
| 10/06/2024 | 6.14% | 0.27 CHF | 0.29 CHF | 187,011 | 75,000 | 187,633 | 75,000 | 50,135 CHF | 21,311 CHF | 76.22% | 76.22% |
| 07/06/2024 | 6.67% | 0.30 CHF | 0.32 CHF | 178,570 | 75,000 | 178,090 | 75,000 | 51,668 CHF | 23,271 CHF | 24.34% | 24.34% |
| 05/06/2024 | 8.41% | 0.30 CHF | 0.33 CHF | 170,000 | 75,000 | 164,255 | 75,000 | 51,812 CHF | 25,752 CHF | 99.62% | 99.62% |
| 04/06/2024 | 8.78% | 0.30 CHF | 0.33 CHF | 170,000 | 75,000 | 169,896 | 75,000 | 51,734 CHF | 24,934 CHF | 100.00% | 100.00% |
| 03/06/2024 | 8.68% | 0.31 CHF | 0.34 CHF | 170,000 | 75,000 | 166,719 | 75,000 | 52,207 CHF | 25,633 CHF | 100.00% | 100.00% |
| 31/05/2024 | 7.03% | 0.33 CHF | 0.36 CHF | 160,000 | 75,000 | 168,224 | 75,000 | 51,813 CHF | 24,819 CHF | 97.07% | 97.07% |
| 30/05/2024 | 6.47% | 0.31 CHF | 0.33 CHF | 170,000 | 75,000 | 172,742 | 75,000 | 51,748 CHF | 23,983 CHF | 99.90% | 99.90% |
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