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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 | 0.55% | 1.82 CHF | 1.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 137,108 CHF | 137,858 CHF | 99.33% | 99.33% |
| 15/05/2024 | 0.57% | 1.82 CHF | 1.83 CHF | 75,000 | 75,000 | 74,488 | 74,488 | 131,687 CHF | 132,437 CHF | 98.94% | 98.94% |
| 14/05/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,144 CHF | 124,894 CHF | 99.53% | 99.53% |
| 13/05/2024 | 0.59% | 1.65 CHF | 1.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,736 CHF | 126,486 CHF | 99.38% | 99.38% |
| 10/05/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,967 CHF | 126,717 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,982 CHF | 125,732 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.02% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 61,311 | 61,311 | 97,651 CHF | 98,575 CHF | 98.93% | 98.93% |
| 06/05/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,346 CHF | 130,346 CHF | 99.38% | 99.38% |
| 03/05/2024 | 0.85% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,924 CHF | 118,924 CHF | 98.39% | 98.39% |
| 02/05/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 107,810 CHF | 108,810 CHF | 99.05% | 99.05% |
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