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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 16/05/2024 | 0.67% | 3.01 CHF | 3.03 CHF | 120,000 | 120,000 | 120,812 | 120,812 | 360,076 CHF | 362,494 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.66% | 3.04 CHF | 3.06 CHF | 120,000 | 120,000 | 119,767 | 119,767 | 362,214 CHF | 364,614 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.67% | 3.00 CHF | 3.02 CHF | 120,000 | 120,000 | 120,862 | 120,862 | 360,083 CHF | 362,500 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.67% | 3.00 CHF | 3.02 CHF | 120,000 | 120,000 | 120,004 | 120,004 | 359,137 CHF | 361,537 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.66% | 3.01 CHF | 3.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 364,157 CHF | 366,557 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.66% | 2.99 CHF | 3.01 CHF | 120,000 | 120,000 | 119,908 | 119,908 | 362,664 CHF | 365,062 CHF | 99.15% | 99.15% |
| 07/05/2024 | 0.66% | 3.06 CHF | 3.08 CHF | 120,000 | 120,000 | 119,960 | 119,960 | 362,363 CHF | 364,763 CHF | 99.85% | 99.85% |
| 06/05/2024 | 0.68% | 2.95 CHF | 2.97 CHF | 123,000 | 123,000 | 123,000 | 123,000 | 361,125 CHF | 363,585 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.69% | 2.91 CHF | 2.93 CHF | 123,000 | 123,000 | 123,000 | 123,000 | 357,139 CHF | 359,599 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.69% | 2.90 CHF | 2.92 CHF | 123,000 | 123,000 | 123,001 | 123,001 | 357,845 CHF | 360,305 CHF | 100.00% | 100.00% |
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