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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 | 0.57% | 1.78 CHF | 1.79 CHF | 300,000 | 300,000 | 299,751 | 299,751 | 529,274 CHF | 532,274 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 300,000 | 300,000 | 299,417 | 299,417 | 534,220 CHF | 537,220 CHF | 99.84% | 99.84% |
| 14/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 300,000 | 300,000 | 299,965 | 299,965 | 542,432 CHF | 545,432 CHF | 99.88% | 99.88% |
| 13/05/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 539,709 CHF | 542,709 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 540,484 CHF | 543,484 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 300,000 | 300,000 | 299,937 | 299,937 | 545,721 CHF | 548,721 CHF | 99.29% | 99.29% |
| 07/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 300,000 | 300,000 | 299,869 | 299,869 | 540,768 CHF | 543,768 CHF | 99.81% | 99.81% |
| 06/05/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 534,750 CHF | 537,750 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 538,525 CHF | 541,525 CHF | 98.76% | 98.76% |
| 02/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 556,430 CHF | 559,430 CHF | 99.99% | 99.99% |
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