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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 | 0.54% | 1.84 CHF | 1.85 CHF | 158,000 | 158,000 | 157,066 | 157,066 | 288,590 CHF | 290,162 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 158,000 | 158,000 | 158,089 | 158,089 | 283,840 CHF | 285,424 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 158,000 | 158,000 | 157,973 | 157,973 | 286,536 CHF | 288,116 CHF | 99.97% | 99.97% |
| 13/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 158,000 | 158,000 | 158,000 | 158,000 | 286,738 CHF | 288,318 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 158,000 | 158,000 | 158,310 | 158,310 | 284,694 CHF | 286,277 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 160,000 | 160,000 | 161,370 | 161,370 | 278,220 CHF | 279,834 CHF | 99.24% | 99.24% |
| 07/05/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 164,000 | 164,000 | 163,908 | 163,908 | 269,092 CHF | 270,732 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 164,000 | 164,000 | 162,418 | 162,418 | 273,143 CHF | 274,767 CHF | 98.41% | 98.41% |
| 03/05/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 164,000 | 164,000 | 163,314 | 163,314 | 272,416 CHF | 274,049 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 164,000 | 164,000 | 163,975 | 163,975 | 271,559 CHF | 273,199 CHF | 100.00% | 100.00% |
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