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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 | 25.41% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,511 CHF | 4,752 CHF | 99.19% | 99.19% |
| 12/06/2024 | 29.13% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 74,118 | 25,054 CHF | 4,986 CHF | 91.09% | 91.09% |
| 11/06/2024 | 33.14% | 0.05 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 25,053 CHF | 5,250 CHF | 100.00% | 100.00% |
| 10/06/2024 | 25.44% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 499,442 | 75,000 | 27,185 CHF | 5,254 CHF | 73.36% | 73.36% |
| 07/06/2024 | 22.11% | 0.06 CHF | 0.08 CHF | 457,516 | 75,000 | 451,045 | 75,000 | 29,273 CHF | 6,067 CHF | 99.19% | 99.19% |
| 05/06/2024 | 20.85% | 0.07 CHF | 0.09 CHF | 412,466 | 75,000 | 412,275 | 75,000 | 31,050 CHF | 6,960 CHF | 99.62% | 99.62% |
| 04/06/2024 | 25.00% | 0.07 CHF | 0.09 CHF | 427,600 | 75,000 | 427,600 | 75,000 | 29,932 CHF | 6,750 CHF | 100.00% | 100.00% |
| 03/06/2024 | 23.25% | 0.07 CHF | 0.09 CHF | 421,277 | 75,000 | 415,914 | 75,000 | 30,434 CHF | 6,927 CHF | 100.00% | 100.00% |
| 31/05/2024 | 23.54% | 0.08 CHF | 0.10 CHF | 388,236 | 75,000 | 423,588 | 75,000 | 30,573 CHF | 6,859 CHF | 97.07% | 97.07% |
| 30/05/2024 | 24.43% | 0.07 CHF | 0.09 CHF | 430,705 | 75,000 | 463,568 | 75,000 | 32,635 CHF | 6,750 CHF | 99.90% | 99.90% |
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