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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 | 0.85% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 527,675 CHF | 177,392 CHF | 96.11% | 96.11% |
| 15/05/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 514,198 CHF | 172,899 CHF | 98.64% | 98.64% |
| 14/05/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 513,886 CHF | 172,795 CHF | 98.82% | 98.82% |
| 13/05/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 544,641 CHF | 183,047 CHF | 93.20% | 93.20% |
| 10/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 557,311 CHF | 187,270 CHF | 98.22% | 98.22% |
| 08/05/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 560,555 CHF | 188,352 CHF | 96.78% | 96.78% |
| 07/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 550,511 CHF | 185,004 CHF | 97.13% | 97.13% |
| 06/05/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 557,016 CHF | 187,172 CHF | 98.59% | 98.59% |
| 03/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 568,348 CHF | 190,949 CHF | 98.38% | 98.38% |
| 02/05/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 579,203 CHF | 194,568 CHF | 98.76% | 98.76% |
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