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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 | 2.05% | 0.99 CHF | 1.01 CHF | 95,000 | 95,000 | 94,439 | 94,439 | 91,187 CHF | 93,078 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.98% | 0.93 CHF | 0.95 CHF | 94,000 | 94,000 | 94,935 | 94,935 | 95,529 CHF | 97,432 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.70% | 1.21 CHF | 1.23 CHF | 99,000 | 99,000 | 98,280 | 98,280 | 114,848 CHF | 116,814 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.84% | 1.10 CHF | 1.12 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 104,069 CHF | 106,001 CHF | 99.86% | 99.86% |
| 10/05/2024 | 1.98% | 1.02 CHF | 1.04 CHF | 95,000 | 95,000 | 94,270 | 94,270 | 94,467 CHF | 96,352 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.92% | 1.06 CHF | 1.08 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 98,108 CHF | 100,009 CHF | 98.93% | 98.93% |
| 07/05/2024 | 1.81% | 1.08 CHF | 1.10 CHF | 96,000 | 96,000 | 95,962 | 95,962 | 105,445 CHF | 107,365 CHF | 99.75% | 99.75% |
| 06/05/2024 | 1.81% | 1.13 CHF | 1.15 CHF | 97,000 | 97,000 | 96,059 | 96,059 | 105,137 CHF | 107,058 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.81% | 1.09 CHF | 1.11 CHF | 96,000 | 96,000 | 95,961 | 95,961 | 105,284 CHF | 107,203 CHF | 99.97% | 99.97% |
| 02/05/2024 | 1.76% | 1.16 CHF | 1.18 CHF | 97,000 | 97,000 | 96,515 | 96,515 | 108,589 CHF | 110,520 CHF | 98.54% | 98.54% |
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