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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 | 0.99% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 603,462 CHF | 203,154 CHF | 42.90% | 97.74% |
| 28/05/2024 | 0.98% | 1.09 CHF | 1.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 606,539 CHF | 204,180 CHF | 8.64% | 98.81% |
| 27/05/2024 | 1.00% | 1.05 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 600,000 CHF | 202,000 CHF | 0.34% | 98.65% |
| 24/05/2024 | 1.07% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 558,621 CHF | 188,207 CHF | 98.57% | 98.57% |
| 23/05/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 569,022 CHF | 191,674 CHF | 14.15% | 93.78% |
| 22/05/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 593,468 CHF | 199,823 CHF | 98.87% | 98.87% |
| 21/05/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 590,010 CHF | 198,670 CHF | 95.99% | 95.99% |
| 17/05/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 589,692 CHF | 198,564 CHF | 95.99% | 95.99% |
| 16/05/2024 | 1.09% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 548,906 CHF | 184,969 CHF | 96.85% | 96.85% |
| 15/05/2024 | 1.25% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 476,634 CHF | 160,878 CHF | 99.03% | 99.03% |
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