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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 | 1.40% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 78,585 | 75,000 | 55,813 CHF | 54,048 CHF | 100.00% | 100.00% |
| 12/06/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 78,735 | 73,838 | 54,976 CHF | 52,337 CHF | 93.45% | 93.45% |
| 11/06/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 79,992 | 75,000 | 55,038 CHF | 52,353 CHF | 100.00% | 100.00% |
| 10/06/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,805 CHF | 52,129 CHF | 85.17% | 85.17% |
| 07/06/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,261 CHF | 50,683 CHF | 99.19% | 99.19% |
| 05/06/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 80,673 | 75,000 | 52,318 CHF | 49,407 CHF | 99.62% | 99.62% |
| 04/06/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,729 CHF | 52,058 CHF | 100.00% | 100.00% |
| 03/06/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,203 CHF | 49,690 CHF | 100.00% | 100.00% |
| 31/05/2024 | 1.51% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,559 CHF | 50,024 CHF | 99.13% | 99.13% |
| 30/05/2024 | 1.74% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 92,585 | 75,000 | 52,683 CHF | 43,523 CHF | 99.90% | 99.90% |
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