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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/06/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 350,407 CHF | 117,802 CHF | 99.23% | 99.23% |
| 13/06/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 374,123 CHF | 125,708 CHF | 94.71% | 94.71% |
| 12/06/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 371,031 CHF | 124,677 CHF | 96.17% | 96.17% |
| 11/06/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 382,808 CHF | 128,603 CHF | 97.99% | 97.99% |
| 10/06/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 379,155 CHF | 127,385 CHF | 98.41% | 98.41% |
| 07/06/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 381,353 CHF | 128,118 CHF | 97.93% | 97.93% |
| 05/06/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 388,490 CHF | 130,497 CHF | 93.89% | 93.89% |
| 04/06/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 398,021 CHF | 133,674 CHF | 99.24% | 99.24% |
| 03/06/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 418,405 CHF | 140,468 CHF | 92.31% | 92.31% |
| 31/05/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 435,383 CHF | 146,128 CHF | 97.22% | 97.22% |
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