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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 | 3.66% | 0.85 CHF | 0.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,279 CHF | 22,073 CHF | 100.00% | 100.00% |
| 13/06/2024 | 3.24% | 0.91 CHF | 0.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,941 CHF | 24,728 CHF | 98.51% | 98.51% |
| 12/06/2024 | 2.20% | 1.14 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 49,158 | 54,315 CHF | 54,582 CHF | 93.68% | 93.68% |
| 11/06/2024 | 1.90% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,129 CHF | 54,149 CHF | 100.00% | 100.00% |
| 10/06/2024 | 2.13% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,178 CHF | 53,301 CHF | 98.39% | 98.39% |
| 07/06/2024 | 2.21% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 49,626 | 49,626 | 51,432 CHF | 52,580 CHF | 99.17% | 99.17% |
| 05/06/2024 | 2.21% | 1.02 CHF | 1.05 CHF | 50,000 | 50,000 | 57,252 | 50,000 | 56,868 CHF | 50,807 CHF | 99.43% | 99.43% |
| 04/06/2024 | 1.98% | 1.00 CHF | 1.02 CHF | 50,000 | 50,000 | 52,808 | 50,000 | 52,867 CHF | 51,087 CHF | 100.00% | 100.00% |
| 03/06/2024 | 2.14% | 1.05 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,879 CHF | 54,021 CHF | 100.00% | 100.00% |
| 31/05/2024 | 1.96% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,623 CHF | 54,684 CHF | 99.09% | 99.09% |
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