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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 | 0.80% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 371,406 CHF | 124,802 CHF | 99.16% | 99.16% |
| 12/06/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,222 CHF | 123,741 CHF | 97.91% | 97.91% |
| 11/06/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 373,674 CHF | 125,558 CHF | 98.60% | 98.60% |
| 10/06/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 356,760 CHF | 119,920 CHF | 99.00% | 99.00% |
| 07/06/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 348,685 CHF | 117,228 CHF | 98.15% | 98.15% |
| 05/06/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 365,522 CHF | 122,841 CHF | 98.92% | 98.92% |
| 04/06/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,848 CHF | 123,949 CHF | 98.87% | 98.87% |
| 03/06/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 371,615 CHF | 124,872 CHF | 90.72% | 90.72% |
| 31/05/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 384,609 CHF | 129,203 CHF | 98.58% | 98.58% |
| 30/05/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 387,985 CHF | 130,328 CHF | 98.25% | 98.25% |
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