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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 | 1.20% | 1.69 CHF | 1.71 CHF | 95,000 | 95,000 | 94,439 | 94,439 | 157,011 CHF | 158,901 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.17% | 1.63 CHF | 1.65 CHF | 94,000 | 94,000 | 94,935 | 94,935 | 161,705 CHF | 163,608 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.07% | 1.90 CHF | 1.92 CHF | 99,000 | 99,000 | 98,280 | 98,280 | 183,370 CHF | 185,336 CHF | 99.98% | 99.98% |
| 13/05/2024 | 1.12% | 1.80 CHF | 1.82 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 171,376 CHF | 173,308 CHF | 99.85% | 99.85% |
| 10/05/2024 | 1.17% | 1.72 CHF | 1.74 CHF | 95,000 | 95,000 | 94,270 | 94,270 | 160,172 CHF | 162,057 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.15% | 1.76 CHF | 1.78 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 164,359 CHF | 166,259 CHF | 98.93% | 98.93% |
| 07/05/2024 | 1.11% | 1.77 CHF | 1.79 CHF | 96,000 | 96,000 | 95,962 | 95,962 | 172,351 CHF | 174,271 CHF | 99.75% | 99.75% |
| 06/05/2024 | 1.11% | 1.82 CHF | 1.84 CHF | 97,000 | 97,000 | 96,058 | 96,058 | 172,145 CHF | 174,066 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.11% | 1.79 CHF | 1.81 CHF | 96,000 | 96,000 | 95,960 | 95,960 | 172,193 CHF | 174,113 CHF | 99.95% | 99.95% |
| 02/05/2024 | 1.09% | 1.86 CHF | 1.88 CHF | 97,000 | 97,000 | 96,516 | 96,516 | 175,883 CHF | 177,814 CHF | 98.53% | 98.53% |
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