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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 | 0.77% | 1.29 CHF | 1.30 CHF | 158,000 | 158,000 | 157,066 | 157,066 | 202,415 CHF | 203,987 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 158,000 | 158,000 | 158,084 | 158,084 | 197,128 CHF | 198,712 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 158,000 | 158,000 | 157,974 | 157,974 | 200,056 CHF | 201,636 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 158,000 | 158,000 | 158,000 | 158,000 | 200,290 CHF | 201,870 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 158,000 | 158,000 | 158,310 | 158,310 | 198,108 CHF | 199,691 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 160,000 | 160,000 | 161,370 | 161,370 | 189,949 CHF | 191,562 CHF | 99.24% | 99.24% |
| 07/05/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 164,000 | 164,000 | 163,908 | 163,908 | 179,384 CHF | 181,024 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.88% | 1.09 CHF | 1.10 CHF | 164,000 | 164,000 | 162,418 | 162,418 | 184,299 CHF | 185,923 CHF | 98.43% | 98.43% |
| 03/05/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 164,000 | 164,000 | 163,313 | 163,313 | 183,165 CHF | 184,798 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 164,000 | 164,000 | 163,975 | 163,975 | 181,874 CHF | 183,514 CHF | 100.00% | 100.00% |
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