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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 | 0.91% | 1.12 CHF | 1.13 CHF | 149,000 | 149,000 | 150,390 | 150,390 | 165,225 CHF | 166,730 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 149,000 | 149,000 | 148,706 | 148,706 | 168,684 CHF | 170,174 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 149,000 | 149,000 | 150,438 | 150,438 | 165,211 CHF | 166,715 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 149,000 | 149,000 | 149,007 | 149,007 | 165,160 CHF | 166,650 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 149,000 | 149,000 | 149,000 | 149,000 | 170,430 CHF | 171,920 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 149,000 | 149,000 | 148,908 | 148,908 | 169,117 CHF | 170,606 CHF | 99.15% | 99.15% |
| 07/05/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 149,000 | 149,000 | 148,949 | 148,949 | 168,656 CHF | 170,146 CHF | 99.85% | 99.85% |
| 06/05/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 164,076 CHF | 165,616 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 160,336 CHF | 161,876 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 154,000 | 154,000 | 154,002 | 154,002 | 161,032 CHF | 162,572 CHF | 100.00% | 100.00% |
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