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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 | 0.57% | 1.76 CHF | 1.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,531 CHF | 132,281 CHF | 98.70% | 98.70% |
| 15/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 75,000 | 75,000 | 74,734 | 74,734 | 133,223 CHF | 133,971 CHF | 97.97% | 97.97% |
| 14/05/2024 | 0.61% | 1.77 CHF | 1.78 CHF | 75,000 | 75,000 | 72,039 | 72,039 | 127,327 CHF | 128,077 CHF | 99.93% | 99.93% |
| 13/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 135,437 CHF | 136,187 CHF | 99.19% | 99.19% |
| 10/05/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 132,376 CHF | 133,126 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,790 CHF | 128,540 CHF | 99.37% | 99.37% |
| 07/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,695 CHF | 127,445 CHF | 98.30% | 98.30% |
| 06/05/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,790 CHF | 127,540 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,848 CHF | 125,598 CHF | 98.63% | 98.63% |
| 02/05/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,357 CHF | 124,107 CHF | 99.13% | 99.13% |
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