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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/05/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 383,318 CHF | 48,665 CHF | 99.17% | 99.17% |
| 16/05/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 396,558 CHF | 50,320 CHF | 99.17% | 99.17% |
| 15/05/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 378,051 CHF | 48,006 CHF | 99.17% | 99.17% |
| 14/05/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 344,905 CHF | 43,863 CHF | 99.16% | 99.16% |
| 13/05/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 333,006 CHF | 42,376 CHF | 98.59% | 98.59% |
| 10/05/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 274,078 CHF | 35,010 CHF | 99.17% | 99.17% |
| 08/05/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 205,502 CHF | 26,438 CHF | 99.17% | 99.17% |
| 07/05/2024 | 3.60% | 0.27 CHF | 0.28 CHF | 600,000 | 75,000 | 686,112 | 75,000 | 186,900 CHF | 21,232 CHF | 97.94% | 97.94% |
| 06/05/2024 | 3.28% | 0.31 CHF | 0.32 CHF | 600,000 | 75,000 | 715,425 | 75,000 | 214,510 CHF | 23,270 CHF | 99.17% | 99.17% |
| 03/05/2024 | 3.27% | 0.29 CHF | 0.30 CHF | 750,000 | 75,000 | 735,793 | 75,000 | 221,470 CHF | 23,343 CHF | 99.16% | 99.16% |
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