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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 | 1.24% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,000 CHF | 40,500 CHF | 99.13% | 99.13% |
| 14/06/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,061 CHF | 40,561 CHF | 100.00% | 100.00% |
| 13/06/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,465 CHF | 39,965 CHF | 100.00% | 100.00% |
| 12/06/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,893 CHF | 39,393 CHF | 100.00% | 100.00% |
| 11/06/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,690 CHF | 39,190 CHF | 100.00% | 100.00% |
| 10/06/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,463 CHF | 38,963 CHF | 99.56% | 99.56% |
| 07/06/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,933 CHF | 38,433 CHF | 100.00% | 100.00% |
| 05/06/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,798 CHF | 38,298 CHF | 100.00% | 100.00% |
| 04/06/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,784 CHF | 38,284 CHF | 100.00% | 100.00% |
| 03/06/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,912 CHF | 37,412 CHF | 100.00% | 100.00% |
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