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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 | 0.57% | 1.80 CHF | 1.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 786,415 CHF | 263,638 CHF | 23.67% | 99.30% |
| 28/05/2024 | 0.58% | 1.78 CHF | 1.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 774,452 CHF | 259,651 CHF | 1.82% | 99.27% |
| 27/05/2024 | 0.58% | 1.75 CHF | 1.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 769,540 CHF | 258,013 CHF | 18.21% | 98.65% |
| 24/05/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 743,334 CHF | 249,278 CHF | 99.26% | 99.26% |
| 23/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 761,861 CHF | 255,454 CHF | 15.47% | 95.86% |
| 22/05/2024 | 0.60% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 746,837 CHF | 250,446 CHF | 99.27% | 99.27% |
| 21/05/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 747,101 CHF | 250,534 CHF | 98.72% | 98.72% |
| 17/05/2024 | 0.60% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 746,612 CHF | 250,371 CHF | 98.76% | 98.76% |
| 16/05/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 745,052 CHF | 249,850 CHF | 99.21% | 99.21% |
| 15/05/2024 | 0.64% | 1.64 CHF | 1.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 706,084 CHF | 236,861 CHF | 98.99% | 98.99% |
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