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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 | 2.52% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 131,443 | 75,000 | 51,606 CHF | 30,209 CHF | 88.98% | 88.98% |
| 26/06/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 137,171 | 75,000 | 51,679 CHF | 29,117 CHF | 88.40% | 88.40% |
| 25/06/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 120,002 | 75,000 | 52,625 CHF | 33,641 CHF | 100.00% | 100.00% |
| 24/06/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 112,400 | 75,000 | 52,192 CHF | 35,607 CHF | 100.00% | 100.00% |
| 21/06/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 120,860 | 75,000 | 51,712 CHF | 32,851 CHF | 95.85% | 95.85% |
| 20/06/2024 | 2.35% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 121,790 | 73,720 | 52,026 CHF | 32,271 CHF | 98.47% | 98.47% |
| 19/06/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 123,827 | 75,000 | 51,503 CHF | 31,959 CHF | 100.00% | 100.00% |
| 18/06/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 130,289 | 75,000 | 51,392 CHF | 30,336 CHF | 100.00% | 100.00% |
| 17/06/2024 | 2.72% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 141,029 | 75,000 | 51,175 CHF | 27,972 CHF | 40.26% | 40.26% |
| 14/06/2024 | 2.70% | 0.35 CHF | 0.36 CHF | 148,006 | 75,000 | 141,091 | 75,000 | 51,488 CHF | 28,148 CHF | 65.64% | 65.64% |
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