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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 | 0.96% | 1.04 CHF | 1.05 CHF | 158,000 | 158,000 | 157,066 | 157,066 | 162,937 CHF | 164,509 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.00% | 1.03 CHF | 1.04 CHF | 158,000 | 158,000 | 158,087 | 158,087 | 157,367 CHF | 158,951 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 158,000 | 158,000 | 157,973 | 157,973 | 160,158 CHF | 161,738 CHF | 99.97% | 99.97% |
| 13/05/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 158,000 | 158,000 | 158,000 | 158,000 | 160,417 CHF | 161,997 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 158,000 | 158,000 | 158,310 | 158,310 | 158,178 CHF | 159,761 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 160,000 | 160,000 | 161,370 | 161,370 | 149,270 CHF | 150,884 CHF | 99.24% | 99.24% |
| 07/05/2024 | 1.18% | 0.87 CHF | 0.88 CHF | 164,000 | 164,000 | 163,908 | 163,908 | 138,128 CHF | 139,768 CHF | 97.36% | 97.36% |
| 06/05/2024 | 1.13% | 0.84 CHF | 0.85 CHF | 164,000 | 164,000 | 162,418 | 162,418 | 143,363 CHF | 144,987 CHF | 98.35% | 98.35% |
| 03/05/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 164,000 | 164,000 | 163,314 | 163,314 | 142,124 CHF | 143,757 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 164,000 | 164,000 | 163,975 | 163,975 | 140,685 CHF | 142,325 CHF | 100.00% | 100.00% |
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