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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 | 1.50% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 80,490 | 75,000 | 53,438 CHF | 50,563 CHF | 100.00% | 100.00% |
| 12/06/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 79,709 | 73,847 | 53,883 CHF | 50,661 CHF | 94.18% | 94.18% |
| 11/06/2024 | 1.44% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,029 CHF | 52,340 CHF | 100.00% | 100.00% |
| 10/06/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 79,857 | 75,000 | 55,450 CHF | 52,831 CHF | 98.20% | 98.20% |
| 07/06/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 77,990 | 75,000 | 55,619 CHF | 54,256 CHF | 99.19% | 99.19% |
| 05/06/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 76,093 | 75,000 | 55,617 CHF | 55,593 CHF | 99.62% | 99.62% |
| 04/06/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 79,888 | 75,000 | 55,591 CHF | 52,942 CHF | 100.00% | 100.00% |
| 03/06/2024 | 1.36% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 75,419 | 75,000 | 54,956 CHF | 55,410 CHF | 100.00% | 100.00% |
| 31/05/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 75,671 | 75,000 | 54,993 CHF | 55,273 CHF | 99.13% | 99.13% |
| 30/05/2024 | 1.22% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,215 CHF | 61,965 CHF | 99.90% | 99.90% |
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