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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 | 0.83% | 2.41 CHF | 2.43 CHF | 51,000 | 51,000 | 50,750 | 50,750 | 121,448 CHF | 122,464 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.87% | 2.41 CHF | 2.43 CHF | 51,000 | 51,000 | 51,464 | 51,464 | 118,928 CHF | 119,959 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.95% | 2.16 CHF | 2.18 CHF | 53,000 | 53,000 | 53,429 | 53,429 | 111,477 CHF | 112,546 CHF | 99.97% | 99.97% |
| 13/05/2024 | 1.09% | 1.81 CHF | 1.83 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 102,124 CHF | 103,244 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.09% | 1.84 CHF | 1.86 CHF | 56,000 | 56,000 | 56,044 | 56,044 | 102,233 CHF | 103,354 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.11% | 1.79 CHF | 1.81 CHF | 56,000 | 56,000 | 56,175 | 56,175 | 100,353 CHF | 101,476 CHF | 99.06% | 99.06% |
| 07/05/2024 | 1.14% | 1.80 CHF | 1.82 CHF | 56,000 | 56,000 | 56,799 | 56,799 | 98,904 CHF | 100,040 CHF | 99.60% | 99.60% |
| 06/05/2024 | 1.19% | 1.69 CHF | 1.71 CHF | 57,000 | 57,000 | 57,797 | 57,797 | 96,712 CHF | 97,868 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.16% | 1.71 CHF | 1.73 CHF | 57,000 | 57,000 | 57,027 | 57,027 | 97,806 CHF | 98,946 CHF | 99.99% | 99.99% |
| 02/05/2024 | 1.24% | 1.63 CHF | 1.65 CHF | 58,000 | 58,000 | 58,168 | 58,168 | 93,490 CHF | 94,653 CHF | 100.00% | 100.00% |
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