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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 | 1.59% | 1.28 CHF | 1.30 CHF | 95,000 | 95,000 | 94,442 | 94,442 | 118,203 CHF | 120,093 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.55% | 1.22 CHF | 1.24 CHF | 94,000 | 94,000 | 94,928 | 94,928 | 122,660 CHF | 124,562 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.37% | 1.49 CHF | 1.51 CHF | 99,000 | 99,000 | 98,278 | 98,278 | 142,945 CHF | 144,911 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.46% | 1.38 CHF | 1.40 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 131,668 CHF | 133,600 CHF | 99.85% | 99.85% |
| 10/05/2024 | 1.54% | 1.31 CHF | 1.33 CHF | 95,000 | 95,000 | 94,270 | 94,270 | 121,387 CHF | 123,272 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.51% | 1.35 CHF | 1.37 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 125,269 CHF | 127,170 CHF | 98.93% | 98.93% |
| 07/05/2024 | 1.44% | 1.36 CHF | 1.38 CHF | 96,000 | 96,000 | 95,924 | 95,924 | 132,833 CHF | 134,753 CHF | 99.88% | 99.88% |
| 06/05/2024 | 1.44% | 1.41 CHF | 1.43 CHF | 97,000 | 97,000 | 96,058 | 96,058 | 132,599 CHF | 134,520 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.44% | 1.37 CHF | 1.39 CHF | 96,000 | 96,000 | 95,960 | 95,960 | 132,696 CHF | 134,616 CHF | 99.97% | 99.97% |
| 02/05/2024 | 1.41% | 1.45 CHF | 1.47 CHF | 97,000 | 97,000 | 96,515 | 96,515 | 136,184 CHF | 138,114 CHF | 98.52% | 98.52% |
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