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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 | 0.64% | 1.55 CHF | 1.56 CHF | 158,000 | 158,000 | 157,066 | 157,066 | 243,482 CHF | 245,054 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 158,000 | 158,000 | 158,079 | 158,079 | 238,367 CHF | 239,951 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 158,000 | 158,000 | 157,971 | 157,971 | 241,349 CHF | 242,929 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 158,000 | 158,000 | 158,000 | 158,000 | 241,489 CHF | 243,069 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 158,000 | 158,000 | 158,310 | 158,310 | 239,356 CHF | 240,939 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 160,000 | 160,000 | 161,370 | 161,370 | 231,905 CHF | 233,519 CHF | 99.24% | 99.24% |
| 07/05/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 164,000 | 164,000 | 163,911 | 163,911 | 222,005 CHF | 223,645 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.71% | 1.35 CHF | 1.36 CHF | 164,000 | 164,000 | 162,418 | 162,418 | 226,528 CHF | 228,152 CHF | 98.43% | 98.43% |
| 03/05/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 164,000 | 164,000 | 163,313 | 163,313 | 225,626 CHF | 227,259 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 164,000 | 164,000 | 163,975 | 163,975 | 224,508 CHF | 226,148 CHF | 100.00% | 100.00% |
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