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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 | 1.94% | 1.05 CHF | 1.07 CHF | 95,000 | 95,000 | 94,439 | 94,439 | 96,549 CHF | 98,439 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.88% | 0.99 CHF | 1.01 CHF | 94,000 | 94,000 | 94,935 | 94,935 | 100,916 CHF | 102,818 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.62% | 1.26 CHF | 1.28 CHF | 99,000 | 99,000 | 98,280 | 98,280 | 120,386 CHF | 122,352 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.75% | 1.15 CHF | 1.17 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 109,507 CHF | 111,439 CHF | 99.87% | 99.87% |
| 10/05/2024 | 1.87% | 1.08 CHF | 1.10 CHF | 95,000 | 95,000 | 94,270 | 94,270 | 99,768 CHF | 101,654 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.82% | 1.12 CHF | 1.14 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 103,482 CHF | 105,383 CHF | 98.93% | 98.93% |
| 07/05/2024 | 1.72% | 1.13 CHF | 1.15 CHF | 96,000 | 96,000 | 95,921 | 95,921 | 110,805 CHF | 112,726 CHF | 99.89% | 99.89% |
| 06/05/2024 | 1.72% | 1.18 CHF | 1.20 CHF | 97,000 | 97,000 | 96,059 | 96,059 | 110,581 CHF | 112,502 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.72% | 1.15 CHF | 1.17 CHF | 96,000 | 96,000 | 95,961 | 95,961 | 110,663 CHF | 112,582 CHF | 99.94% | 99.94% |
| 02/05/2024 | 1.68% | 1.22 CHF | 1.24 CHF | 97,000 | 97,000 | 96,516 | 96,516 | 114,012 CHF | 115,943 CHF | 98.57% | 98.57% |
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