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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 16/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 300,000 | 300,000 | 299,753 | 299,753 | 561,681 CHF | 564,681 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300,000 | 300,000 | 299,426 | 299,426 | 566,862 CHF | 569,862 CHF | 99.84% | 99.84% |
| 14/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 300,000 | 300,000 | 299,961 | 299,961 | 575,036 CHF | 578,036 CHF | 99.87% | 99.87% |
| 13/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 571,972 CHF | 574,972 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 572,893 CHF | 575,893 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 300,000 | 300,000 | 299,938 | 299,938 | 578,202 CHF | 581,202 CHF | 99.29% | 99.29% |
| 07/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 300,000 | 300,000 | 299,849 | 299,849 | 573,381 CHF | 576,381 CHF | 99.81% | 99.81% |
| 06/05/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 566,963 CHF | 569,963 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 570,928 CHF | 573,928 CHF | 98.77% | 98.77% |
| 02/05/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 588,693 CHF | 591,693 CHF | 99.99% | 99.99% |
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