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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 | 0.80% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 558,902 CHF | 187,801 CHF | 98.30% | 98.30% |
| 15/05/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 557,623 CHF | 187,374 CHF | 98.15% | 98.15% |
| 14/05/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 583,996 CHF | 196,165 CHF | 98.75% | 98.75% |
| 13/05/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 601,336 CHF | 201,945 CHF | 93.35% | 93.35% |
| 10/05/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 603,505 CHF | 202,668 CHF | 98.73% | 98.73% |
| 08/05/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 665,876 CHF | 223,459 CHF | 98.72% | 98.72% |
| 07/05/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 673,549 CHF | 226,016 CHF | 98.44% | 98.44% |
| 06/05/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 690,613 CHF | 231,704 CHF | 98.68% | 98.68% |
| 03/05/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 693,581 CHF | 232,694 CHF | 98.70% | 98.70% |
| 02/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 698,288 CHF | 234,263 CHF | 98.51% | 98.51% |
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