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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 | 0.84% | 2.81 CHF | 2.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 212,259 CHF | 214,048 CHF | 97.17% | 97.17% |
| 15/05/2024 | 0.81% | 2.89 CHF | 2.91 CHF | 75,000 | 75,000 | 74,260 | 74,260 | 211,914 CHF | 213,629 CHF | 98.09% | 98.09% |
| 14/05/2024 | 0.84% | 2.79 CHF | 2.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 204,069 CHF | 205,791 CHF | 99.63% | 99.63% |
| 13/05/2024 | 0.86% | 2.72 CHF | 2.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 205,137 CHF | 206,911 CHF | 99.27% | 99.27% |
| 10/05/2024 | 0.91% | 2.63 CHF | 2.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 191,801 CHF | 193,549 CHF | 97.73% | 97.73% |
| 08/05/2024 | 0.93% | 2.47 CHF | 2.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 187,515 CHF | 189,275 CHF | 96.68% | 96.68% |
| 07/05/2024 | 1.12% | 2.68 CHF | 2.71 CHF | 75,000 | 75,000 | 41,125 | 41,125 | 111,949 CHF | 113,189 CHF | 91.51% | 91.51% |
| 06/05/2024 | 1.13% | 2.00 CHF | 2.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 146,676 CHF | 148,341 CHF | 98.68% | 98.68% |
| 03/05/2024 | 1.20% | 1.88 CHF | 1.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,048 CHF | 140,727 CHF | 97.84% | 97.84% |
| 02/05/2024 | 1.22% | 1.78 CHF | 1.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 135,614 CHF | 137,281 CHF | 85.86% | 85.86% |
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