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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 27/05/2024 | 0.31% | 18.65 CHF | 18.71 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 165,917 CHF | 166,437 CHF | 99.94% | 99.94% |
| 24/05/2024 | 0.31% | 18.03 CHF | 18.08 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 180,634 CHF | 181,200 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.31% | 17.64 CHF | 17.70 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 175,286 CHF | 175,831 CHF | 100.00% | 100.00% |
| 22/05/2024 | 0.32% | 16.97 CHF | 17.03 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 156,907 CHF | 157,414 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.31% | 18.22 CHF | 18.28 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 168,300 CHF | 168,820 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.26% | 19.37 CHF | 19.42 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 192,500 CHF | 193,003 CHF | 97.25% | 97.25% |
| 16/05/2024 | 0.32% | 15.84 CHF | 15.89 CHF | 10,000 | 10,000 | 9,947 | 9,947 | 151,313 CHF | 151,797 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.29% | 15.56 CHF | 15.61 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 150,449 CHF | 150,890 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.28% | 15.29 CHF | 15.33 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 151,613 CHF | 152,034 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.29% | 14.64 CHF | 14.69 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 147,783 CHF | 148,213 CHF | 100.00% | 100.00% |
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