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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 | 1.12% | 0.90 CHF | 0.91 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 665,558 CHF | 89,741 CHF | 92.96% | 92.96% |
| 15/05/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 648,770 CHF | 87,503 CHF | 97.16% | 97.16% |
| 14/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 636,039 CHF | 85,805 CHF | 93.77% | 93.77% |
| 13/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 619,188 CHF | 83,558 CHF | 92.11% | 92.11% |
| 10/05/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 601,099 CHF | 81,147 CHF | 95.32% | 95.32% |
| 08/05/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 590,869 CHF | 79,783 CHF | 98.58% | 98.58% |
| 07/05/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 481,903 CHF | 65,254 CHF | 99.24% | 99.24% |
| 06/05/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 473,247 CHF | 64,100 CHF | 95.69% | 95.69% |
| 03/05/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 462,116 CHF | 62,615 CHF | 99.09% | 99.09% |
| 02/05/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 447,440 CHF | 60,659 CHF | 99.09% | 99.09% |
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