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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 | 0.53% | 1.81 CHF | 1.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 845,607 CHF | 283,369 CHF | 98.27% | 98.27% |
| 15/05/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 937,495 CHF | 313,998 CHF | 98.66% | 98.66% |
| 14/05/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 929,192 CHF | 311,231 CHF | 98.81% | 98.81% |
| 13/05/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 950,523 CHF | 318,341 CHF | 93.46% | 93.46% |
| 10/05/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 942,398 CHF | 315,633 CHF | 98.75% | 98.75% |
| 08/05/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 879,772 CHF | 294,757 CHF | 98.78% | 98.78% |
| 07/05/2024 | 0.54% | 1.93 CHF | 1.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 837,568 CHF | 280,689 CHF | 98.73% | 98.73% |
| 06/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 844,678 CHF | 283,059 CHF | 98.77% | 98.77% |
| 03/05/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 820,772 CHF | 275,091 CHF | 98.71% | 98.71% |
| 02/05/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 807,754 CHF | 270,751 CHF | 98.43% | 98.43% |
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