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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 | 0.65% | 1.55 CHF | 1.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 693,866 CHF | 232,789 CHF | 96.13% | 96.13% |
| 15/05/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 680,154 CHF | 228,218 CHF | 98.65% | 98.65% |
| 14/05/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 679,933 CHF | 228,144 CHF | 98.80% | 98.80% |
| 13/05/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 710,056 CHF | 238,185 CHF | 93.28% | 93.28% |
| 10/05/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 722,632 CHF | 242,377 CHF | 98.22% | 98.22% |
| 08/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 726,260 CHF | 243,587 CHF | 96.78% | 96.78% |
| 07/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 715,440 CHF | 239,980 CHF | 97.13% | 97.13% |
| 06/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 722,122 CHF | 242,207 CHF | 98.61% | 98.61% |
| 03/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 733,947 CHF | 246,149 CHF | 98.36% | 98.36% |
| 02/05/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 744,523 CHF | 249,674 CHF | 98.77% | 98.77% |
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