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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 | 0.63% | 125.11 CHF | 125.90 CHF | 15,000 | 3,000 | 15,000 | 3,000 | 1,876,590 CHF | 377,685 CHF | 100.00% | 100.00% |
| 28/05/2024 | 0.79% | 125.00 CHF | 126.00 CHF | 15,000 | 3,000 | 15,000 | 3,000 | 1,880,940 CHF | 379,188 CHF | 100.00% | 100.00% |
| 27/05/2024 | 0.81% | 125.50 CHF | 126.50 CHF | 15,000 | 3,000 | 14,766 | 2,953 | 1,853,090 CHF | 373,578 CHF | 99.27% | 99.27% |
| 24/05/2024 | 0.63% | 125.61 CHF | 126.40 CHF | 15,000 | 3,000 | 15,000 | 3,000 | 1,881,120 CHF | 378,592 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.63% | 125.61 CHF | 126.40 CHF | 15,000 | 3,000 | 15,000 | 3,000 | 1,884,070 CHF | 379,189 CHF | 100.00% | 100.00% |
| 22/05/2024 | 0.80% | 125.00 CHF | 126.00 CHF | 15,000 | 3,000 | 15,000 | 3,000 | 1,877,370 CHF | 378,474 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.80% | 125.50 CHF | 126.50 CHF | 15,000 | 3,000 | 14,953 | 2,991 | 1,875,360 CHF | 378,064 CHF | 96.57% | 96.57% |
| 17/05/2024 | 0.63% | 125.61 CHF | 126.40 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 1,884,060 CHF | 1,895,890 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.63% | 125.11 CHF | 125.90 CHF | 15,000 | 15,000 | 14,984 | 14,984 | 1,875,650 CHF | 1,887,470 CHF | 99.90% | 99.90% |
| 15/05/2024 | 0.80% | 125.00 CHF | 126.00 CHF | 15,000 | 15,000 | 14,950 | 14,950 | 1,864,950 CHF | 1,879,910 CHF | 98.61% | 98.61% |
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