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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 | 0.45% | 2.24 CHF | 2.25 CHF | 56,000 | 56,000 | 55,957 | 55,957 | 124,883 CHF | 125,443 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 58,000 | 58,000 | 57,883 | 57,883 | 118,536 CHF | 119,116 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 58,000 | 58,000 | 57,994 | 57,994 | 117,177 CHF | 117,757 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 58,000 | 58,000 | 57,023 | 57,023 | 120,819 CHF | 121,390 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 56,000 | 56,000 | 56,400 | 56,400 | 120,248 CHF | 120,812 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 117,678 CHF | 118,258 CHF | 99.08% | 99.08% |
| 07/05/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 58,000 | 58,000 | 58,711 | 58,711 | 114,858 CHF | 115,446 CHF | 99.94% | 99.94% |
| 06/05/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 114,537 CHF | 115,137 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.53% | 1.84 CHF | 1.85 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 111,960 CHF | 112,560 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 111,003 CHF | 111,603 CHF | 100.00% | 100.00% |
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