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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 | 0.62% | 1.54 CHF | 1.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 725,164 CHF | 243,221 CHF | 98.24% | 98.24% |
| 15/05/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 817,227 CHF | 273,909 CHF | 98.66% | 98.66% |
| 14/05/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 809,071 CHF | 271,190 CHF | 98.79% | 98.79% |
| 13/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 830,928 CHF | 278,476 CHF | 93.52% | 93.52% |
| 10/05/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 822,492 CHF | 275,664 CHF | 98.74% | 98.74% |
| 08/05/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 760,134 CHF | 254,878 CHF | 98.77% | 98.77% |
| 07/05/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 718,037 CHF | 240,846 CHF | 98.74% | 98.74% |
| 06/05/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 725,241 CHF | 243,247 CHF | 98.79% | 98.79% |
| 03/05/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 701,420 CHF | 235,307 CHF | 98.73% | 98.73% |
| 02/05/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 688,211 CHF | 230,904 CHF | 98.42% | 98.42% |
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