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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 | 1.07% | 0.93 CHF | 0.94 CHF | 61,000 | 61,000 | 60,947 | 60,947 | 56,675 CHF | 57,285 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.01% | 0.92 CHF | 0.93 CHF | 61,000 | 61,000 | 61,459 | 61,459 | 61,183 CHF | 61,798 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 62,000 | 62,000 | 61,981 | 61,981 | 63,564 CHF | 64,184 CHF | 99.97% | 99.97% |
| 13/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 61,000 | 61,000 | 61,065 | 61,065 | 58,516 CHF | 59,127 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 62,000 | 62,000 | 61,672 | 61,672 | 61,891 CHF | 62,508 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 62,000 | 62,000 | 61,530 | 61,530 | 60,605 CHF | 61,220 CHF | 99.15% | 99.15% |
| 07/05/2024 | 0.89% | 1.02 CHF | 1.03 CHF | 62,000 | 62,000 | 62,518 | 62,518 | 70,286 CHF | 70,912 CHF | 99.85% | 99.85% |
| 06/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 73,378 CHF | 74,008 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 63,000 | 63,000 | 62,929 | 62,929 | 73,942 CHF | 74,571 CHF | 99.98% | 99.98% |
| 02/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 63,000 | 63,000 | 63,318 | 63,318 | 77,695 CHF | 78,328 CHF | 99.99% | 99.99% |
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