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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 | 0.52% | 1.91 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,313 CHF | 145,063 CHF | 99.33% | 99.33% |
| 15/05/2024 | 0.54% | 1.92 CHF | 1.93 CHF | 75,000 | 75,000 | 74,489 | 74,489 | 138,923 CHF | 139,672 CHF | 98.94% | 98.94% |
| 14/05/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,334 CHF | 132,084 CHF | 99.53% | 99.53% |
| 13/05/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 132,923 CHF | 133,673 CHF | 99.38% | 99.38% |
| 10/05/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,155 CHF | 133,905 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 132,174 CHF | 132,924 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.97% | 1.70 CHF | 1.71 CHF | 100,000 | 100,000 | 61,311 | 61,311 | 103,548 CHF | 104,479 CHF | 98.92% | 98.92% |
| 06/05/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 138,971 CHF | 139,971 CHF | 99.38% | 99.38% |
| 03/05/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 127,485 CHF | 128,485 CHF | 98.64% | 98.64% |
| 02/05/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,432 CHF | 118,432 CHF | 99.13% | 99.13% |
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