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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 | 0.53% | 1.89 CHF | 1.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 847,401 CHF | 283,967 CHF | 96.12% | 96.12% |
| 15/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 833,532 CHF | 279,344 CHF | 98.66% | 98.66% |
| 14/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 833,122 CHF | 279,207 CHF | 98.82% | 98.82% |
| 13/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 863,075 CHF | 289,192 CHF | 93.21% | 93.21% |
| 10/05/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 875,541 CHF | 293,347 CHF | 98.23% | 98.23% |
| 08/05/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 879,188 CHF | 294,563 CHF | 96.78% | 96.78% |
| 07/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 868,276 CHF | 290,925 CHF | 97.14% | 97.14% |
| 06/05/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 874,576 CHF | 293,025 CHF | 98.61% | 98.61% |
| 03/05/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 886,402 CHF | 296,967 CHF | 98.36% | 98.36% |
| 02/05/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 897,341 CHF | 300,614 CHF | 98.75% | 98.75% |
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