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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 | 1.53% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 194,144 CHF | 65,715 CHF | 99.18% | 99.18% |
| 12/06/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 191,351 CHF | 64,784 CHF | 97.91% | 97.91% |
| 11/06/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 196,981 CHF | 66,660 CHF | 98.60% | 98.60% |
| 10/06/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 179,981 CHF | 60,994 CHF | 98.99% | 98.99% |
| 07/06/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 170,922 CHF | 57,974 CHF | 98.16% | 98.16% |
| 05/06/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 187,696 CHF | 63,565 CHF | 98.92% | 98.92% |
| 04/06/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,772 CHF | 64,591 CHF | 98.87% | 98.87% |
| 03/06/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,220 CHF | 65,073 CHF | 90.73% | 90.73% |
| 31/05/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,680 CHF | 69,227 CHF | 98.58% | 98.58% |
| 30/05/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 207,948 CHF | 70,316 CHF | 98.26% | 98.26% |
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