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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 27/06/2024 | 1.76% | 0.87 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,726 CHF | 66,890 CHF | 99.44% | 99.44% |
| 26/06/2024 | 1.95% | 0.81 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,064 CHF | 58,185 CHF | 100.00% | 100.00% |
| 25/06/2024 | 2.09% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,776 CHF | 52,436 CHF | 100.00% | 100.00% |
| 24/06/2024 | 2.23% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 78,855 | 75,000 | 54,671 CHF | 53,200 CHF | 100.00% | 100.00% |
| 21/06/2024 | 2.15% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 76,622 | 75,000 | 55,875 CHF | 55,923 CHF | 100.00% | 100.00% |
| 20/06/2024 | 2.27% | 0.71 CHF | 0.73 CHF | 80,000 | 75,000 | 74,849 | 73,802 | 55,659 CHF | 56,149 CHF | 97.76% | 97.76% |
| 19/06/2024 | 2.09% | 0.74 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,033 CHF | 59,257 CHF | 100.00% | 100.00% |
| 18/06/2024 | 2.21% | 0.71 CHF | 0.73 CHF | 80,000 | 75,000 | 75,273 | 75,000 | 54,473 CHF | 55,492 CHF | 100.00% | 100.00% |
| 17/06/2024 | 2.18% | 0.71 CHF | 0.73 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 56,088 CHF | 53,744 CHF | 99.79% | 99.79% |
| 14/06/2024 | 2.16% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,125 CHF | 52,811 CHF | 100.00% | 100.00% |
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