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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 | 0.93% | 1.08 CHF | 1.09 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 804,100 CHF | 108,213 CHF | 92.95% | 92.95% |
| 15/05/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 787,175 CHF | 105,957 CHF | 97.16% | 97.16% |
| 14/05/2024 | 0.96% | 1.03 CHF | 1.05 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 774,790 CHF | 104,305 CHF | 93.77% | 93.77% |
| 13/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 757,324 CHF | 101,976 CHF | 92.13% | 92.13% |
| 10/05/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 739,032 CHF | 99,538 CHF | 95.31% | 95.31% |
| 08/05/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 728,882 CHF | 98,184 CHF | 98.59% | 98.59% |
| 07/05/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 619,836 CHF | 83,645 CHF | 99.24% | 99.24% |
| 06/05/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 610,905 CHF | 82,454 CHF | 95.69% | 95.69% |
| 03/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 599,660 CHF | 80,955 CHF | 99.09% | 99.09% |
| 02/05/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 585,232 CHF | 79,031 CHF | 99.08% | 99.08% |
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