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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 | 1.39% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 321,600 CHF | 108,700 CHF | 96.40% | 96.40% |
| 12/06/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 324,929 CHF | 109,810 CHF | 96.48% | 96.48% |
| 11/06/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 310,685 CHF | 105,062 CHF | 98.00% | 98.00% |
| 10/06/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,594 CHF | 106,698 CHF | 98.75% | 98.75% |
| 07/06/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 317,238 CHF | 107,246 CHF | 99.03% | 99.03% |
| 05/06/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 309,760 CHF | 104,753 CHF | 93.24% | 93.24% |
| 04/06/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 298,256 CHF | 100,919 CHF | 99.07% | 99.07% |
| 03/06/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 278,212 CHF | 94,237 CHF | 94.36% | 94.36% |
| 31/05/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,518 CHF | 89,006 CHF | 97.55% | 97.55% |
| 30/05/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 258,542 CHF | 87,681 CHF | 97.77% | 97.77% |
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