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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 | 0.66% | 1.53 CHF | 1.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,046 CHF | 114,796 CHF | 98.70% | 98.70% |
| 15/05/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 75,000 | 75,000 | 74,391 | 74,243 | 115,043 CHF | 115,565 CHF | 98.94% | 98.94% |
| 14/05/2024 | 0.70% | 1.53 CHF | 1.54 CHF | 75,000 | 75,000 | 72,041 | 72,041 | 110,248 CHF | 110,998 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,926 CHF | 118,676 CHF | 99.19% | 99.19% |
| 10/05/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,565 CHF | 115,315 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,230 CHF | 110,980 CHF | 99.38% | 99.38% |
| 07/05/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,035 CHF | 109,785 CHF | 97.28% | 97.28% |
| 06/05/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,140 CHF | 109,890 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 107,195 CHF | 107,945 CHF | 98.63% | 98.63% |
| 02/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,772 CHF | 106,522 CHF | 99.13% | 99.13% |
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