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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 | 0.78% | 1.29 CHF | 1.30 CHF | 400,000 | 400,000 | 180,152 | 180,152 | 233,894 CHF | 235,702 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.80% | 1.32 CHF | 1.33 CHF | 410,000 | 410,000 | 178,190 | 178,190 | 228,580 CHF | 230,369 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 390,000 | 390,000 | 174,826 | 174,826 | 220,577 CHF | 222,330 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 390,000 | 390,000 | 174,741 | 174,741 | 218,549 CHF | 220,300 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 390,000 | 390,000 | 174,797 | 174,797 | 218,790 CHF | 220,542 CHF | 99.88% | 99.88% |
| 08/05/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 390,000 | 390,000 | 129,054 | 129,054 | 162,453 CHF | 163,745 CHF | 97.41% | 97.41% |
| 07/05/2024 | 0.90% | 1.26 CHF | 1.27 CHF | 395,000 | 395,000 | 135,125 | 135,125 | 160,667 CHF | 162,021 CHF | 98.75% | 98.75% |
| 06/05/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 360,000 | 360,000 | 160,798 | 160,798 | 174,669 CHF | 176,280 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 365,000 | 365,000 | 149,146 | 149,146 | 167,547 CHF | 169,041 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 365,000 | 365,000 | 165,617 | 165,617 | 192,857 CHF | 194,516 CHF | 100.00% | 100.00% |
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