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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 | 0.78% | 1.25 CHF | 1.26 CHF | 88,000 | 88,000 | 87,953 | 87,953 | 111,814 CHF | 112,694 CHF | 100.00% | 100.00% |
| 12/06/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 88,000 | 88,000 | 87,075 | 87,075 | 113,806 CHF | 114,676 CHF | 100.00% | 100.00% |
| 11/06/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 113,634 CHF | 114,474 CHF | 99.85% | 99.85% |
| 10/06/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 117,182 CHF | 118,022 CHF | 100.00% | 100.00% |
| 07/06/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 116,361 CHF | 117,161 CHF | 99.96% | 99.96% |
| 05/06/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 76,000 | 76,000 | 76,031 | 76,031 | 119,560 CHF | 120,320 CHF | 100.00% | 100.00% |
| 04/06/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 122,592 CHF | 123,392 CHF | 100.00% | 100.00% |
| 03/06/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 76,000 | 76,000 | 76,000 | 76,000 | 116,917 CHF | 117,677 CHF | 100.00% | 100.00% |
| 31/05/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 76,000 | 76,000 | 76,000 | 76,000 | 115,525 CHF | 116,285 CHF | 98.88% | 98.88% |
| 30/05/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 76,000 | 76,000 | 76,000 | 76,000 | 113,384 CHF | 114,144 CHF | 99.99% | 99.99% |
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