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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 | 0.87% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,076 | 100,025 | 342,035 CHF | 115,012 CHF | 97.13% | 97.13% |
| 28/05/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,052 CHF | 123,684 CHF | 92.34% | 92.34% |
| 27/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 357,810 CHF | 120,270 CHF | 85.16% | 85.16% |
| 24/05/2024 | 0.85% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 303,613 | 101,204 | 354,414 CHF | 119,150 CHF | 93.70% | 93.70% |
| 23/05/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 527,454 CHF | 177,318 CHF | 92.37% | 92.37% |
| 22/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 556,833 CHF | 187,111 CHF | 95.79% | 95.79% |
| 21/05/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 539,814 CHF | 181,438 CHF | 93.16% | 93.16% |
| 17/05/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 515,753 CHF | 173,418 CHF | 97.48% | 97.48% |
| 16/05/2024 | 0.96% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 467,753 CHF | 157,418 CHF | 95.42% | 95.42% |
| 15/05/2024 | 1.00% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 447,929 CHF | 150,810 CHF | 98.80% | 98.80% |
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