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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 | 1.37% | 1.48 CHF | 1.50 CHF | 95,000 | 95,000 | 94,442 | 94,442 | 137,062 CHF | 138,952 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.34% | 1.42 CHF | 1.44 CHF | 94,000 | 94,000 | 94,927 | 94,927 | 141,618 CHF | 143,521 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.20% | 1.69 CHF | 1.71 CHF | 99,000 | 99,000 | 98,278 | 98,278 | 162,573 CHF | 164,539 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.27% | 1.58 CHF | 1.60 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 150,927 CHF | 152,859 CHF | 99.85% | 99.85% |
| 10/05/2024 | 1.34% | 1.51 CHF | 1.53 CHF | 95,000 | 95,000 | 94,270 | 94,270 | 140,214 CHF | 142,099 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.31% | 1.55 CHF | 1.57 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 144,253 CHF | 146,153 CHF | 98.93% | 98.93% |
| 07/05/2024 | 1.26% | 1.56 CHF | 1.58 CHF | 96,000 | 96,000 | 95,961 | 95,961 | 152,062 CHF | 153,982 CHF | 99.74% | 99.74% |
| 06/05/2024 | 1.26% | 1.61 CHF | 1.63 CHF | 97,000 | 97,000 | 96,058 | 96,058 | 151,787 CHF | 153,708 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.26% | 1.57 CHF | 1.59 CHF | 96,000 | 96,000 | 95,960 | 95,960 | 151,867 CHF | 153,786 CHF | 99.97% | 99.97% |
| 02/05/2024 | 1.23% | 1.65 CHF | 1.67 CHF | 97,000 | 97,000 | 96,515 | 96,515 | 155,458 CHF | 157,388 CHF | 98.52% | 98.52% |
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