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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 | 0.67% | 1.46 CHF | 1.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,831 CHF | 111,581 CHF | 96.62% | 96.62% |
| 28/05/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,383 CHF | 119,133 CHF | 100.00% | 100.00% |
| 27/05/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,217 CHF | 117,967 CHF | 100.00% | 100.00% |
| 24/05/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,646 CHF | 115,396 CHF | 94.53% | 94.53% |
| 23/05/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,155 CHF | 115,905 CHF | 99.41% | 99.41% |
| 22/05/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,111 CHF | 110,861 CHF | 97.30% | 97.30% |
| 21/05/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 111,781 CHF | 112,531 CHF | 99.98% | 99.98% |
| 17/05/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,876 CHF | 110,626 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 111,381 CHF | 112,131 CHF | 99.25% | 99.25% |
| 15/05/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 74,398 | 74,253 | 108,833 CHF | 109,364 CHF | 98.90% | 98.90% |
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