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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 | 1.62% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,036 CHF | 93,512 CHF | 99.20% | 99.20% |
| 13/06/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 256,986 CHF | 87,162 CHF | 96.44% | 96.44% |
| 12/06/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 259,815 CHF | 88,105 CHF | 96.46% | 96.46% |
| 11/06/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 246,910 CHF | 83,804 CHF | 98.00% | 98.00% |
| 10/06/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 251,579 CHF | 85,360 CHF | 98.55% | 98.55% |
| 07/06/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 252,921 CHF | 85,807 CHF | 98.97% | 98.97% |
| 05/06/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 245,943 CHF | 83,481 CHF | 93.26% | 93.26% |
| 04/06/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 234,882 CHF | 79,794 CHF | 99.13% | 99.13% |
| 03/06/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 217,153 CHF | 73,885 CHF | 94.36% | 94.36% |
| 31/05/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 583,209 | 194,403 | 263,357 CHF | 89,730 CHF | 97.17% | 97.17% |
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