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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 | 0.85% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,300 CHF | 58,800 CHF | 100.00% | 100.00% |
| 12/06/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,048 CHF | 59,548 CHF | 100.00% | 100.00% |
| 11/06/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,040 CHF | 55,540 CHF | 100.00% | 100.00% |
| 10/06/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,400 CHF | 56,900 CHF | 97.74% | 97.74% |
| 07/06/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,602 CHF | 57,102 CHF | 99.78% | 99.78% |
| 05/06/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,685 CHF | 55,185 CHF | 99.82% | 99.82% |
| 04/06/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 56,340 | 56,340 | 58,012 CHF | 58,576 CHF | 100.00% | 100.00% |
| 03/06/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,448 CHF | 70,198 CHF | 100.00% | 100.00% |
| 31/05/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,423 CHF | 63,173 CHF | 100.00% | 100.00% |
| 30/05/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,476 CHF | 61,226 CHF | 99.27% | 99.27% |
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