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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 | 0.90% | 1.09 CHF | 1.10 CHF | 92,000 | 92,000 | 91,608 | 91,608 | 100,962 CHF | 101,878 CHF | 99.98% | 99.98% |
| 13/06/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 88,000 | 88,000 | 87,953 | 87,953 | 102,818 CHF | 103,698 CHF | 100.00% | 100.00% |
| 12/06/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 88,000 | 88,000 | 87,075 | 87,075 | 104,940 CHF | 105,810 CHF | 100.00% | 100.00% |
| 11/06/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 104,880 CHF | 105,720 CHF | 99.95% | 99.95% |
| 10/06/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 108,447 CHF | 109,287 CHF | 100.00% | 100.00% |
| 07/06/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 108,181 CHF | 108,981 CHF | 99.99% | 99.99% |
| 05/06/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 76,000 | 76,000 | 76,031 | 76,031 | 111,616 CHF | 112,376 CHF | 100.00% | 100.00% |
| 04/06/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 114,429 CHF | 115,229 CHF | 99.99% | 99.99% |
| 03/06/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 76,000 | 76,000 | 76,000 | 76,000 | 108,784 CHF | 109,544 CHF | 100.00% | 100.00% |
| 31/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 76,000 | 76,000 | 76,000 | 76,000 | 107,661 CHF | 108,421 CHF | 98.89% | 98.89% |
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