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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 841,027 CHF | 281,842 CHF | 97.59% | 97.59% |
| 28/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 831,994 CHF | 278,831 CHF | 98.76% | 98.76% |
| 27/05/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 857,975 CHF | 287,492 CHF | 96.49% | 96.49% |
| 24/05/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 875,736 CHF | 293,412 CHF | 98.13% | 98.13% |
| 23/05/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 870,826 CHF | 291,775 CHF | 94.71% | 94.71% |
| 22/05/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 881,160 CHF | 295,220 CHF | 97.76% | 97.76% |
| 21/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 866,001 CHF | 290,167 CHF | 94.83% | 94.83% |
| 17/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 854,131 CHF | 286,210 CHF | 96.14% | 96.14% |
| 16/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 847,401 CHF | 283,967 CHF | 96.12% | 96.12% |
| 15/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 833,532 CHF | 279,344 CHF | 98.66% | 98.66% |
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