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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 | 1.51% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,053 | 75,000 | 52,473 CHF | 49,913 CHF | 95.95% | 95.95% |
| 13/06/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,928 CHF | 44,857 CHF | 99.19% | 99.19% |
| 12/06/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 73,992 | 54,109 CHF | 45,237 CHF | 85.80% | 85.80% |
| 11/06/2024 | 1.58% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 83,689 | 75,000 | 52,480 CHF | 47,810 CHF | 94.79% | 94.79% |
| 10/06/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 54,211 CHF | 45,926 CHF | 92.17% | 92.17% |
| 07/06/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 89,046 | 75,000 | 54,613 CHF | 46,761 CHF | 99.13% | 99.13% |
| 05/06/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,492 CHF | 49,961 CHF | 89.09% | 89.09% |
| 04/06/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 79,915 | 75,000 | 55,777 CHF | 53,098 CHF | 94.79% | 94.79% |
| 03/06/2024 | 1.53% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,190 | 75,000 | 52,221 CHF | 49,597 CHF | 100.00% | 100.00% |
| 31/05/2024 | 1.51% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,028 | 75,000 | 52,692 CHF | 50,133 CHF | 99.12% | 99.12% |
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