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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 | 1.02% | 1.95 CHF | 1.97 CHF | 71,000 | 71,000 | 70,823 | 70,823 | 138,943 CHF | 140,361 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.05% | 1.96 CHF | 1.98 CHF | 71,000 | 71,000 | 71,289 | 71,289 | 135,716 CHF | 137,145 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.11% | 1.84 CHF | 1.86 CHF | 72,000 | 72,000 | 72,766 | 72,766 | 130,186 CHF | 131,641 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.10% | 1.78 CHF | 1.80 CHF | 73,000 | 73,000 | 72,594 | 72,594 | 131,422 CHF | 132,874 CHF | 99.88% | 99.88% |
| 10/05/2024 | 1.10% | 1.80 CHF | 1.82 CHF | 73,000 | 73,000 | 72,603 | 72,603 | 131,632 CHF | 133,084 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.10% | 1.79 CHF | 1.81 CHF | 73,000 | 73,000 | 72,727 | 72,727 | 130,989 CHF | 132,444 CHF | 98.93% | 98.93% |
| 07/05/2024 | 1.15% | 1.74 CHF | 1.76 CHF | 74,000 | 74,000 | 73,675 | 73,675 | 127,347 CHF | 128,822 CHF | 99.75% | 99.75% |
| 06/05/2024 | 1.39% | 1.45 CHF | 1.47 CHF | 78,000 | 78,000 | 77,930 | 77,930 | 111,317 CHF | 112,876 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.14% | 1.37 CHF | 1.39 CHF | 79,000 | 79,000 | 79,734 | 79,734 | 105,197 CHF | 106,411 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 82,000 | 82,000 | 81,292 | 81,292 | 99,347 CHF | 100,160 CHF | 98.58% | 98.58% |
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