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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 | 0.62% | 1.60 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,704 CHF | 121,454 CHF | 98.70% | 98.70% |
| 15/05/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 75,000 | 75,000 | 74,392 | 74,245 | 118,082 CHF | 118,596 CHF | 98.94% | 98.94% |
| 14/05/2024 | 0.67% | 1.60 CHF | 1.61 CHF | 75,000 | 75,000 | 72,039 | 72,039 | 115,394 CHF | 116,144 CHF | 99.93% | 99.93% |
| 13/05/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,313 CHF | 118,063 CHF | 99.19% | 99.19% |
| 10/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,613 CHF | 121,363 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,270 CHF | 126,020 CHF | 99.38% | 99.38% |
| 07/05/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,514 CHF | 127,264 CHF | 98.30% | 98.30% |
| 06/05/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,523 CHF | 127,273 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 128,711 CHF | 129,461 CHF | 98.64% | 98.64% |
| 02/05/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 130,333 CHF | 131,083 CHF | 99.13% | 99.13% |
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