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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 | 1.63% | 1.24 CHF | 1.26 CHF | 95,000 | 95,000 | 94,439 | 94,439 | 114,858 CHF | 116,749 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.59% | 1.19 CHF | 1.21 CHF | 94,000 | 94,000 | 94,927 | 94,927 | 119,327 CHF | 121,230 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.40% | 1.46 CHF | 1.48 CHF | 99,000 | 99,000 | 98,279 | 98,279 | 139,443 CHF | 141,409 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.50% | 1.35 CHF | 1.37 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 128,247 CHF | 130,179 CHF | 99.86% | 99.86% |
| 10/05/2024 | 1.58% | 1.27 CHF | 1.29 CHF | 95,000 | 95,000 | 94,270 | 94,270 | 118,088 CHF | 119,973 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.55% | 1.31 CHF | 1.33 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 121,941 CHF | 123,842 CHF | 98.93% | 98.93% |
| 07/05/2024 | 1.47% | 1.33 CHF | 1.35 CHF | 96,000 | 96,000 | 95,923 | 95,923 | 129,452 CHF | 131,373 CHF | 99.89% | 99.89% |
| 06/05/2024 | 1.48% | 1.38 CHF | 1.40 CHF | 97,000 | 97,000 | 96,059 | 96,059 | 129,240 CHF | 131,161 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.47% | 1.34 CHF | 1.36 CHF | 96,000 | 96,000 | 95,960 | 95,960 | 129,322 CHF | 131,242 CHF | 99.99% | 99.99% |
| 02/05/2024 | 1.44% | 1.42 CHF | 1.44 CHF | 97,000 | 97,000 | 96,516 | 96,516 | 132,763 CHF | 134,693 CHF | 98.56% | 98.56% |
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