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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 46,000 | 46,000 | 45,896 | 45,896 | 91,256 CHF | 91,716 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 46,000 | 46,000 | 46,965 | 46,965 | 88,649 CHF | 89,118 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 90,202 CHF | 90,672 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 90,352 CHF | 90,822 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 47,000 | 47,000 | 47,005 | 47,005 | 86,546 CHF | 87,016 CHF | 99.08% | 99.08% |
| 07/05/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 47,000 | 47,000 | 47,060 | 47,060 | 86,209 CHF | 86,680 CHF | 99.94% | 99.94% |
| 06/05/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 84,163 CHF | 84,643 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 49,000 | 49,000 | 48,934 | 48,934 | 81,189 CHF | 81,678 CHF | 99.97% | 99.97% |
| 02/05/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 79,370 CHF | 79,860 CHF | 99.99% | 99.99% |
| 30/04/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 49,000 | 49,000 | 48,946 | 48,946 | 81,515 CHF | 82,005 CHF | 99.99% | 99.99% |
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