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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 | 1.05% | 1.01 CHF | 1.02 CHF | 160,000 | 160,000 | 72,227 | 72,227 | 70,478 CHF | 71,203 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.97% | 0.92 CHF | 0.93 CHF | 164,000 | 164,000 | 71,636 | 71,636 | 73,172 CHF | 73,891 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 156,000 | 156,000 | 69,976 | 69,976 | 75,936 CHF | 76,637 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 156,000 | 156,000 | 69,934 | 69,934 | 77,582 CHF | 78,283 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 156,000 | 156,000 | 69,959 | 69,959 | 77,838 CHF | 78,539 CHF | 99.88% | 99.88% |
| 08/05/2024 | 0.93% | 1.12 CHF | 1.13 CHF | 156,000 | 156,000 | 51,965 | 51,965 | 57,239 CHF | 57,759 CHF | 97.38% | 97.38% |
| 07/05/2024 | 0.75% | 1.09 CHF | 1.10 CHF | 158,000 | 158,000 | 54,381 | 54,381 | 69,075 CHF | 69,620 CHF | 98.14% | 98.14% |
| 06/05/2024 | 0.68% | 1.56 CHF | 1.57 CHF | 144,000 | 144,000 | 64,490 | 64,490 | 97,954 CHF | 98,600 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 146,000 | 146,000 | 59,735 | 59,735 | 85,528 CHF | 86,127 CHF | 99.94% | 99.94% |
| 02/05/2024 | 0.75% | 1.39 CHF | 1.40 CHF | 146,000 | 146,000 | 66,333 | 66,333 | 90,316 CHF | 90,980 CHF | 100.00% | 100.00% |
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