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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 | 1.02% | 1.55 CHF | 1.56 CHF | 155,000 | 155,000 | 69,468 | 69,468 | 105,753 CHF | 106,657 CHF | 99.58% | 99.58% |
| 12/06/2024 | 1.06% | 1.48 CHF | 1.49 CHF | 155,000 | 155,000 | 67,492 | 67,492 | 98,684 CHF | 99,568 CHF | 99.97% | 99.97% |
| 11/06/2024 | 1.28% | 1.44 CHF | 1.45 CHF | 150,000 | 150,000 | 66,472 | 66,472 | 94,218 CHF | 95,221 CHF | 100.00% | 100.00% |
| 10/06/2024 | 1.29% | 1.39 CHF | 1.40 CHF | 145,000 | 145,000 | 64,971 | 64,971 | 89,693 CHF | 90,681 CHF | 99.90% | 99.90% |
| 07/06/2024 | 1.32% | 1.37 CHF | 1.38 CHF | 145,000 | 145,000 | 64,962 | 64,962 | 88,496 CHF | 89,480 CHF | 100.00% | 100.00% |
| 05/06/2024 | 1.28% | 1.42 CHF | 1.43 CHF | 150,000 | 150,000 | 67,349 | 67,349 | 94,915 CHF | 95,936 CHF | 100.00% | 100.00% |
| 04/06/2024 | 1.05% | 1.46 CHF | 1.47 CHF | 150,000 | 150,000 | 67,477 | 67,477 | 98,788 CHF | 99,667 CHF | 99.89% | 99.89% |
| 03/06/2024 | 0.97% | 1.54 CHF | 1.55 CHF | 155,000 | 155,000 | 68,950 | 68,950 | 107,970 CHF | 108,868 CHF | 100.00% | 100.00% |
| 31/05/2024 | 0.91% | 1.68 CHF | 1.69 CHF | 160,000 | 160,000 | 71,625 | 71,625 | 121,285 CHF | 122,216 CHF | 99.70% | 99.70% |
| 30/05/2024 | 0.90% | 1.70 CHF | 1.71 CHF | 160,000 | 160,000 | 71,746 | 71,746 | 122,188 CHF | 123,119 CHF | 99.52% | 99.52% |
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