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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 | 2.01% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 104,248 | 75,000 | 51,426 CHF | 37,813 CHF | 100.00% | 100.00% |
| 12/06/2024 | 1.96% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 104,760 | 73,847 | 52,932 CHF | 38,107 CHF | 94.18% | 94.18% |
| 11/06/2024 | 1.91% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 100,604 | 75,000 | 52,083 CHF | 39,590 CHF | 100.00% | 100.00% |
| 10/06/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,209 CHF | 39,907 CHF | 98.20% | 98.20% |
| 07/06/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 98,989 | 75,000 | 53,650 CHF | 41,412 CHF | 99.19% | 99.19% |
| 05/06/2024 | 1.77% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 94,011 | 75,000 | 52,691 CHF | 42,843 CHF | 99.62% | 99.62% |
| 04/06/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,589 CHF | 40,192 CHF | 100.00% | 100.00% |
| 03/06/2024 | 1.77% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 93,795 | 75,000 | 52,367 CHF | 42,660 CHF | 100.00% | 100.00% |
| 31/05/2024 | 1.78% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 94,828 | 75,000 | 52,757 CHF | 42,523 CHF | 99.13% | 99.13% |
| 30/05/2024 | 1.54% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 81,782 | 75,000 | 52,755 CHF | 49,215 CHF | 99.90% | 99.90% |
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