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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 24/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 443,595 CHF | 149,365 CHF | 99.36% | 99.36% |
| 23/05/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 458,892 CHF | 154,464 CHF | 99.31% | 99.31% |
| 22/05/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 439,161 CHF | 147,887 CHF | 99.37% | 99.37% |
| 21/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 448,480 CHF | 150,993 CHF | 97.76% | 97.76% |
| 17/05/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 452,237 CHF | 152,246 CHF | 99.37% | 99.37% |
| 16/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 464,163 CHF | 156,221 CHF | 99.37% | 99.37% |
| 15/05/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 448,067 CHF | 150,856 CHF | 99.38% | 99.38% |
| 14/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 419,063 CHF | 141,188 CHF | 99.36% | 99.36% |
| 13/05/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 407,050 CHF | 137,183 CHF | 98.80% | 98.80% |
| 10/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 536,526 | 178,842 | 423,483 CHF | 142,949 CHF | 99.36% | 99.36% |
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