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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 | 1.61% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 88,987 | 75,000 | 54,693 CHF | 46,860 CHF | 94.51% | 94.51% |
| 14/06/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 88,294 | 75,000 | 54,473 CHF | 47,047 CHF | 95.95% | 95.95% |
| 13/06/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,932 CHF | 52,249 CHF | 99.19% | 99.19% |
| 12/06/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 73,993 | 54,072 CHF | 50,757 CHF | 85.80% | 85.80% |
| 11/06/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,009 | 75,000 | 52,000 CHF | 49,495 CHF | 94.79% | 94.79% |
| 10/06/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,833 CHF | 51,218 CHF | 98.87% | 98.87% |
| 07/06/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,150 CHF | 50,578 CHF | 99.13% | 99.13% |
| 05/06/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 86,548 | 75,000 | 53,789 CHF | 47,389 CHF | 89.08% | 89.08% |
| 04/06/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,040 | 75,000 | 52,212 CHF | 44,242 CHF | 94.79% | 94.79% |
| 03/06/2024 | 1.58% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 82,450 | 75,000 | 51,761 CHF | 47,903 CHF | 100.00% | 100.00% |
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