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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 | 0.49% | 2.02 CHF | 2.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 152,108 CHF | 152,858 CHF | 99.33% | 99.33% |
| 15/05/2024 | 0.51% | 2.02 CHF | 2.03 CHF | 75,000 | 75,000 | 74,489 | 74,489 | 146,617 CHF | 147,366 CHF | 98.94% | 98.94% |
| 14/05/2024 | 0.54% | 1.91 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,192 CHF | 139,942 CHF | 99.53% | 99.53% |
| 13/05/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 140,842 CHF | 141,592 CHF | 99.38% | 99.38% |
| 10/05/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 140,967 CHF | 141,717 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,982 CHF | 140,732 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.89% | 1.80 CHF | 1.81 CHF | 100,000 | 100,000 | 61,311 | 61,311 | 109,994 CHF | 110,909 CHF | 98.93% | 98.93% |
| 06/05/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 149,346 CHF | 150,346 CHF | 99.38% | 99.38% |
| 03/05/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 138,013 CHF | 139,013 CHF | 98.43% | 98.43% |
| 02/05/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 127,842 CHF | 128,842 CHF | 99.05% | 99.05% |
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