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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 | 1.29% | 0.76 CHF | 0.77 CHF | 290,000 | 290,000 | 289,930 | 289,930 | 223,256 CHF | 226,156 CHF | 99.82% | 99.82% |
| 12/06/2024 | 1.35% | 0.79 CHF | 0.80 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 213,244 CHF | 216,144 CHF | 100.00% | 100.00% |
| 11/06/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 244,259 CHF | 247,159 CHF | 100.00% | 100.00% |
| 10/06/2024 | 1.04% | 0.91 CHF | 0.92 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 268,366 CHF | 271,166 CHF | 99.99% | 99.99% |
| 07/06/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 270,468 CHF | 273,268 CHF | 99.99% | 99.99% |
| 05/06/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 311,633 CHF | 314,333 CHF | 100.00% | 100.00% |
| 04/06/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 335,302 CHF | 338,102 CHF | 99.99% | 99.99% |
| 03/06/2024 | 1.10% | 1.08 CHF | 1.09 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 272,824 CHF | 275,824 CHF | 99.99% | 99.99% |
| 31/05/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 248,432 CHF | 251,432 CHF | 99.94% | 99.94% |
| 30/05/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 237,381 CHF | 240,581 CHF | 99.83% | 99.83% |
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