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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 | 1.59% | 0.61 CHF | 0.62 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 78,223 CHF | 79,473 CHF | 98.79% | 98.79% |
| 28/05/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 82,298 CHF | 83,548 CHF | 99.00% | 99.00% |
| 27/05/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 79,028 CHF | 80,278 CHF | 99.18% | 99.18% |
| 24/05/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 80,451 CHF | 81,701 CHF | 98.66% | 98.66% |
| 23/05/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 83,638 CHF | 84,888 CHF | 98.89% | 98.89% |
| 22/05/2024 | 1.36% | 0.69 CHF | 0.70 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 91,471 CHF | 92,721 CHF | 97.66% | 97.66% |
| 21/05/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 94,262 CHF | 95,512 CHF | 99.18% | 99.18% |
| 17/05/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 93,825 CHF | 95,075 CHF | 98.80% | 98.80% |
| 16/05/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 93,185 CHF | 94,435 CHF | 99.05% | 99.05% |
| 15/05/2024 | 1.30% | 0.73 CHF | 0.74 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 95,710 CHF | 96,960 CHF | 99.18% | 99.18% |
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