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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 | 1.19% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,637 CHF | 63,387 CHF | 99.44% | 99.44% |
| 28/05/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 73,802 | 73,801 | 71,629 CHF | 72,366 CHF | 99.75% | 99.75% |
| 27/05/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,784 | 50,784 | 54,102 CHF | 54,610 CHF | 99.31% | 99.31% |
| 24/05/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,842 CHF | 56,342 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,420 CHF | 52,920 CHF | 99.50% | 99.50% |
| 22/05/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 51,059 | 51,057 | 52,118 CHF | 52,626 CHF | 98.18% | 98.18% |
| 21/05/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 52,867 | 52,866 | 53,275 CHF | 53,802 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,357 CHF | 52,857 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.83% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,960 CHF | 60,460 CHF | 99.75% | 99.75% |
| 15/05/2024 | 0.94% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,018 CHF | 53,518 CHF | 99.69% | 99.69% |
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