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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 | 0.71% | 1.39 CHF | 1.40 CHF | 98,000 | 98,000 | 97,987 | 97,987 | 136,943 CHF | 137,924 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 99,368 | 99,368 | 135,647 CHF | 136,643 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 99,268 | 99,268 | 135,968 CHF | 136,960 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 108,000 | 108,000 | 107,995 | 107,995 | 113,319 CHF | 114,399 CHF | 99.87% | 99.87% |
| 10/05/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 108,000 | 108,000 | 108,399 | 108,399 | 109,621 CHF | 110,705 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 110,000 | 110,000 | 109,434 | 109,434 | 109,351 CHF | 110,445 CHF | 98.93% | 98.93% |
| 07/05/2024 | 1.04% | 1.00 CHF | 1.01 CHF | 110,000 | 110,000 | 109,941 | 109,941 | 105,635 CHF | 106,735 CHF | 99.90% | 99.90% |
| 06/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 110,000 | 110,000 | 110,071 | 110,071 | 105,521 CHF | 106,622 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 110,000 | 110,000 | 111,713 | 111,713 | 103,016 CHF | 104,134 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 112,000 | 112,000 | 112,000 | 112,000 | 102,042 CHF | 103,162 CHF | 98.23% | 98.23% |
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