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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 | 0.98% | 1.03 CHF | 1.04 CHF | 400,000 | 400,000 | 180,200 | 180,200 | 187,481 CHF | 189,289 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.01% | 1.06 CHF | 1.07 CHF | 410,000 | 410,000 | 178,171 | 178,171 | 182,449 CHF | 184,238 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 390,000 | 390,000 | 174,826 | 174,826 | 175,265 CHF | 177,018 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 390,000 | 390,000 | 174,740 | 174,740 | 173,465 CHF | 175,215 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 390,000 | 390,000 | 174,796 | 174,796 | 173,416 CHF | 175,167 CHF | 99.88% | 99.88% |
| 08/05/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 390,000 | 390,000 | 129,053 | 129,053 | 128,988 CHF | 130,280 CHF | 97.41% | 97.41% |
| 07/05/2024 | 1.17% | 1.00 CHF | 1.01 CHF | 395,000 | 395,000 | 135,047 | 135,047 | 125,652 CHF | 127,005 CHF | 98.81% | 98.81% |
| 06/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 360,000 | 360,000 | 160,797 | 160,797 | 133,067 CHF | 134,678 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 365,000 | 365,000 | 149,162 | 149,162 | 128,967 CHF | 130,462 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 365,000 | 365,000 | 165,604 | 165,604 | 149,631 CHF | 151,290 CHF | 99.99% | 99.99% |
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