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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 | 0.94% | 1.07 CHF | 1.08 CHF | 235,000 | 235,000 | 107,166 | 107,166 | 115,993 CHF | 117,066 CHF | 99.89% | 99.89% |
| 28/05/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 240,000 | 240,000 | 107,394 | 107,394 | 115,785 CHF | 116,861 CHF | 100.00% | 100.00% |
| 27/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 96,000 | 96,000 | 75,088 | 75,088 | 81,000 CHF | 81,751 CHF | 96.66% | 96.66% |
| 24/05/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 240,000 | 240,000 | 107,300 | 107,300 | 116,557 CHF | 117,632 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.95% | 1.09 CHF | 1.10 CHF | 240,000 | 240,000 | 105,825 | 105,825 | 114,156 CHF | 115,219 CHF | 99.89% | 99.89% |
| 22/05/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 235,000 | 235,000 | 105,679 | 105,679 | 113,300 CHF | 114,358 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 240,000 | 240,000 | 107,936 | 107,936 | 116,417 CHF | 117,498 CHF | 98.32% | 98.32% |
| 17/05/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 240,000 | 240,000 | 107,316 | 107,316 | 115,288 CHF | 116,363 CHF | 99.89% | 99.89% |
| 16/05/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 240,000 | 240,000 | 107,169 | 107,169 | 114,250 CHF | 115,325 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.97% | 1.07 CHF | 1.08 CHF | 240,000 | 240,000 | 106,646 | 106,646 | 112,677 CHF | 113,748 CHF | 100.00% | 100.00% |
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