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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 | 1.54% | 1.01 CHF | 1.02 CHF | 155,000 | 155,000 | 69,766 | 69,766 | 70,230 CHF | 71,136 CHF | 99.89% | 99.89% |
| 28/05/2024 | 1.52% | 1.02 CHF | 1.03 CHF | 155,000 | 155,000 | 69,493 | 69,493 | 71,012 CHF | 71,916 CHF | 100.00% | 100.00% |
| 27/05/2024 | 1.51% | 1.02 CHF | 1.03 CHF | 62,000 | 62,000 | 49,332 | 49,332 | 50,336 CHF | 51,044 CHF | 96.74% | 96.74% |
| 24/05/2024 | 1.56% | 0.99 CHF | 1.00 CHF | 160,000 | 160,000 | 71,352 | 71,352 | 69,340 CHF | 70,266 CHF | 100.00% | 100.00% |
| 23/05/2024 | 1.47% | 1.05 CHF | 1.06 CHF | 155,000 | 155,000 | 66,385 | 66,385 | 79,059 CHF | 80,062 CHF | 99.87% | 99.87% |
| 22/05/2024 | 1.48% | 1.21 CHF | 1.22 CHF | 150,000 | 150,000 | 67,016 | 67,016 | 80,831 CHF | 81,849 CHF | 100.00% | 100.00% |
| 21/05/2024 | 1.46% | 1.20 CHF | 1.21 CHF | 150,000 | 150,000 | 66,851 | 66,851 | 80,762 CHF | 81,768 CHF | 98.32% | 98.32% |
| 17/05/2024 | 1.34% | 1.14 CHF | 1.15 CHF | 150,000 | 150,000 | 67,339 | 67,339 | 78,177 CHF | 79,063 CHF | 99.89% | 99.89% |
| 16/05/2024 | 1.44% | 1.15 CHF | 1.16 CHF | 150,000 | 150,000 | 68,527 | 68,527 | 75,072 CHF | 75,967 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.43% | 1.04 CHF | 1.05 CHF | 155,000 | 155,000 | 69,301 | 69,301 | 74,479 CHF | 75,383 CHF | 99.90% | 99.90% |
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