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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 | 1.00% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 598,012 CHF | 201,337 CHF | 98.71% | 98.71% |
| 15/05/2024 | 0.97% | 1.00 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 613,286 CHF | 206,429 CHF | 98.71% | 98.71% |
| 14/05/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 589,838 CHF | 198,613 CHF | 98.80% | 98.80% |
| 13/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 595,201 CHF | 200,400 CHF | 93.40% | 93.40% |
| 10/05/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 593,352 CHF | 199,784 CHF | 98.78% | 98.78% |
| 08/05/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 606,312 CHF | 204,104 CHF | 98.72% | 98.72% |
| 07/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 597,122 CHF | 201,041 CHF | 98.72% | 98.72% |
| 06/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 587,474 CHF | 197,825 CHF | 98.81% | 98.81% |
| 03/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 598,554 CHF | 201,518 CHF | 98.74% | 98.74% |
| 02/05/2024 | 0.99% | 1.00 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 605,512 CHF | 203,837 CHF | 98.78% | 98.78% |
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