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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 | 0.21% | 4.81 CHF | 4.82 CHF | 195,000 | 195,000 | 107,814 | 107,814 | 519,741 CHF | 520,822 CHF | 99.88% | 99.88% |
| 12/06/2024 | 0.22% | 4.92 CHF | 4.93 CHF | 193,000 | 193,000 | 110,212 | 110,212 | 512,509 CHF | 513,613 CHF | 99.92% | 99.92% |
| 11/06/2024 | 0.25% | 4.44 CHF | 4.45 CHF | 205,000 | 205,000 | 117,912 | 117,912 | 491,170 CHF | 492,352 CHF | 99.99% | 99.99% |
| 10/06/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 215,000 | 215,000 | 117,639 | 117,639 | 495,213 CHF | 496,392 CHF | 100.00% | 100.00% |
| 07/06/2024 | 0.25% | 4.16 CHF | 4.17 CHF | 215,000 | 215,000 | 118,892 | 118,892 | 490,825 CHF | 492,017 CHF | 99.99% | 99.99% |
| 05/06/2024 | 0.25% | 4.15 CHF | 4.16 CHF | 215,000 | 215,000 | 118,520 | 118,520 | 490,180 CHF | 491,369 CHF | 100.00% | 100.00% |
| 04/06/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 218,000 | 218,000 | 119,929 | 119,929 | 490,181 CHF | 491,383 CHF | 99.99% | 99.99% |
| 03/06/2024 | 0.25% | 4.11 CHF | 4.12 CHF | 215,000 | 215,000 | 118,688 | 118,688 | 488,213 CHF | 489,402 CHF | 99.87% | 99.87% |
| 31/05/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 218,000 | 218,000 | 120,166 | 120,166 | 487,392 CHF | 488,596 CHF | 98.34% | 98.34% |
| 30/05/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 218,000 | 218,000 | 119,642 | 119,642 | 483,981 CHF | 485,180 CHF | 100.00% | 100.00% |
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