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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 | 2.73% | 0.60 CHF | 0.62 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 54,199 CHF | 46,418 CHF | 99.19% | 99.19% |
| 12/06/2024 | 2.71% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 89,748 | 74,118 | 54,641 CHF | 46,359 CHF | 91.09% | 91.09% |
| 11/06/2024 | 2.90% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 89,948 | 75,000 | 55,027 CHF | 47,235 CHF | 100.00% | 100.00% |
| 10/06/2024 | 2.56% | 0.63 CHF | 0.65 CHF | 80,000 | 75,000 | 87,210 | 75,000 | 54,238 CHF | 47,874 CHF | 83.69% | 83.69% |
| 07/06/2024 | 2.50% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,221 CHF | 50,198 CHF | 99.19% | 99.19% |
| 05/06/2024 | 2.70% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,199 CHF | 52,202 CHF | 99.62% | 99.62% |
| 04/06/2024 | 2.65% | 0.66 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,220 CHF | 51,235 CHF | 100.00% | 100.00% |
| 03/06/2024 | 2.70% | 0.67 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,012 CHF | 52,021 CHF | 100.00% | 100.00% |
| 31/05/2024 | 2.75% | 0.70 CHF | 0.72 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,417 CHF | 51,473 CHF | 97.07% | 97.07% |
| 30/05/2024 | 2.79% | 0.66 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,673 CHF | 50,779 CHF | 99.90% | 99.90% |
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