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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.94% | 2.24 CHF | 2.26 CHF | 75,000 | 75,000 | 74,217 | 74,162 | 162,503 CHF | 163,904 CHF | 89.54% | 89.54% |
| 14/05/2024 | 0.92% | 2.21 CHF | 2.23 CHF | 75,000 | 75,000 | 74,487 | 74,487 | 163,923 CHF | 165,428 CHF | 93.33% | 93.33% |
| 13/05/2024 | 0.94% | 2.15 CHF | 2.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 162,323 CHF | 163,851 CHF | 90.10% | 90.10% |
| 10/05/2024 | 0.93% | 2.18 CHF | 2.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 163,697 CHF | 165,220 CHF | 91.95% | 91.95% |
| 08/05/2024 | 0.97% | 2.08 CHF | 2.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 154,574 CHF | 156,087 CHF | 98.66% | 98.66% |
| 07/05/2024 | 0.98% | 2.07 CHF | 2.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 152,526 CHF | 154,026 CHF | 98.39% | 98.39% |
| 06/05/2024 | 0.97% | 2.03 CHF | 2.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 153,336 CHF | 154,836 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.99% | 2.01 CHF | 2.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 149,955 CHF | 151,441 CHF | 98.51% | 98.51% |
| 02/05/2024 | 1.03% | 1.87 CHF | 1.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,570 CHF | 143,030 CHF | 99.13% | 99.13% |
| 30/04/2024 | 1.04% | 1.86 CHF | 1.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 142,975 CHF | 144,475 CHF | 100.00% | 100.00% |
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