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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 | 0.55% | 1.85 CHF | 1.86 CHF | 149,000 | 149,000 | 150,389 | 150,389 | 274,676 CHF | 276,181 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 149,000 | 149,000 | 148,703 | 148,703 | 276,865 CHF | 278,355 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 149,000 | 149,000 | 150,436 | 150,436 | 274,572 CHF | 276,077 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 149,000 | 149,000 | 149,007 | 149,007 | 273,737 CHF | 275,227 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 149,000 | 149,000 | 149,000 | 149,000 | 278,927 CHF | 280,417 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 149,000 | 149,000 | 148,908 | 148,908 | 277,461 CHF | 278,950 CHF | 99.15% | 99.15% |
| 07/05/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 149,000 | 149,000 | 148,953 | 148,953 | 276,968 CHF | 278,458 CHF | 99.85% | 99.85% |
| 06/05/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 276,028 CHF | 277,568 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 271,824 CHF | 273,364 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 154,000 | 154,000 | 154,002 | 154,002 | 272,984 CHF | 274,524 CHF | 100.00% | 100.00% |
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