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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 | 0.60% | 1.60 CHF | 1.61 CHF | 290,000 | 290,000 | 283,916 | 283,916 | 469,525 CHF | 472,368 CHF | 99.42% | 99.42% |
| 15/05/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 270,000 | 270,000 | 272,000 | 272,000 | 494,405 CHF | 497,131 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 275,000 | 275,000 | 273,784 | 273,784 | 493,614 CHF | 496,352 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 270,000 | 270,000 | 268,885 | 268,885 | 494,824 CHF | 497,513 CHF | 99.82% | 99.82% |
| 10/05/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 270,000 | 270,000 | 272,372 | 272,372 | 497,245 CHF | 499,969 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 280,000 | 280,000 | 280,427 | 280,427 | 480,666 CHF | 483,471 CHF | 98.93% | 98.93% |
| 07/05/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 285,000 | 285,000 | 286,506 | 286,506 | 469,509 CHF | 472,376 CHF | 99.75% | 99.75% |
| 06/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 471,229 CHF | 474,081 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 290,000 | 290,000 | 289,634 | 289,634 | 465,997 CHF | 468,893 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 290,000 | 290,000 | 291,212 | 291,212 | 461,777 CHF | 464,689 CHF | 98.53% | 98.53% |
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