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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 | 1.63% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 54,865 CHF | 46,471 CHF | 92.74% | 92.74% |
| 28/05/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,434 CHF | 45,278 CHF | 100.00% | 100.00% |
| 27/05/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 54,798 CHF | 46,415 CHF | 92.51% | 92.51% |
| 24/05/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 54,492 CHF | 46,160 CHF | 85.92% | 85.92% |
| 23/05/2024 | 1.51% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 80,428 | 75,000 | 52,768 CHF | 49,972 CHF | 89.58% | 89.58% |
| 22/05/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,188 CHF | 50,614 CHF | 88.07% | 88.07% |
| 21/05/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,097 CHF | 51,466 CHF | 95.12% | 95.12% |
| 17/05/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,647 CHF | 51,982 CHF | 100.00% | 100.00% |
| 16/05/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 78,756 | 75,000 | 55,710 CHF | 53,825 CHF | 91.82% | 91.82% |
| 15/05/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 74,184 | 53,765 CHF | 50,603 CHF | 91.75% | 91.75% |
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