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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 | 0.91% | 2.20 CHF | 2.22 CHF | 51,000 | 51,000 | 50,750 | 50,750 | 110,663 CHF | 111,679 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.95% | 2.20 CHF | 2.22 CHF | 51,000 | 51,000 | 51,464 | 51,464 | 107,967 CHF | 108,999 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.06% | 1.95 CHF | 1.97 CHF | 53,000 | 53,000 | 53,427 | 53,427 | 100,090 CHF | 101,159 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.23% | 1.59 CHF | 1.61 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 90,219 CHF | 91,339 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.23% | 1.63 CHF | 1.65 CHF | 56,000 | 56,000 | 56,044 | 56,044 | 90,333 CHF | 91,454 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.26% | 1.58 CHF | 1.60 CHF | 56,000 | 56,000 | 56,175 | 56,175 | 88,430 CHF | 89,554 CHF | 99.06% | 99.06% |
| 07/05/2024 | 1.30% | 1.59 CHF | 1.61 CHF | 56,000 | 56,000 | 56,791 | 56,791 | 86,795 CHF | 87,932 CHF | 99.60% | 99.60% |
| 06/05/2024 | 1.36% | 1.47 CHF | 1.49 CHF | 57,000 | 57,000 | 57,798 | 57,798 | 84,417 CHF | 85,573 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.32% | 1.50 CHF | 1.52 CHF | 57,000 | 57,000 | 57,027 | 57,027 | 85,694 CHF | 86,835 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.42% | 1.42 CHF | 1.44 CHF | 58,000 | 58,000 | 58,168 | 58,168 | 81,146 CHF | 82,310 CHF | 99.99% | 99.99% |
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