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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 | 0.51% | 1.98 CHF | 1.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 148,031 CHF | 148,781 CHF | 98.70% | 98.70% |
| 15/05/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 75,000 | 75,000 | 74,292 | 74,243 | 148,542 CHF | 149,193 CHF | 98.94% | 98.94% |
| 14/05/2024 | 0.55% | 1.99 CHF | 2.00 CHF | 75,000 | 75,000 | 72,041 | 72,041 | 142,969 CHF | 143,727 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 151,676 CHF | 152,426 CHF | 99.19% | 99.19% |
| 10/05/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 148,637 CHF | 149,387 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,060 CHF | 144,810 CHF | 99.38% | 99.38% |
| 07/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 142,954 CHF | 143,704 CHF | 97.28% | 97.28% |
| 06/05/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 143,129 CHF | 143,879 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,080 CHF | 141,830 CHF | 98.63% | 98.63% |
| 02/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,572 CHF | 140,322 CHF | 99.13% | 99.13% |
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