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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 | 1.37% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,342 | 75,000 | 54,573 CHF | 55,080 CHF | 95.62% | 95.62% |
| 28/05/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,308 CHF | 56,058 CHF | 100.00% | 100.00% |
| 27/05/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,093 | 75,000 | 54,453 CHF | 55,137 CHF | 92.51% | 92.51% |
| 24/05/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,502 CHF | 55,252 CHF | 85.93% | 85.93% |
| 23/05/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,069 CHF | 51,439 CHF | 89.58% | 89.58% |
| 22/05/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,739 CHF | 51,130 CHF | 88.07% | 88.07% |
| 21/05/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,889 CHF | 50,334 CHF | 95.12% | 95.12% |
| 17/05/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,112 CHF | 49,605 CHF | 100.00% | 100.00% |
| 16/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 82,508 | 75,000 | 51,783 CHF | 47,853 CHF | 91.82% | 91.82% |
| 15/05/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 74,184 | 53,426 CHF | 50,290 CHF | 91.74% | 91.74% |
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