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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 | 0.91% | 1.16 CHF | 1.17 CHF | 160,000 | 160,000 | 72,215 | 72,215 | 81,158 CHF | 81,883 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.85% | 1.07 CHF | 1.08 CHF | 164,000 | 164,000 | 71,639 | 71,639 | 83,845 CHF | 84,564 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 156,000 | 156,000 | 69,973 | 69,973 | 86,376 CHF | 87,077 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 156,000 | 156,000 | 69,933 | 69,933 | 87,962 CHF | 88,662 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 156,000 | 156,000 | 69,967 | 69,967 | 88,263 CHF | 88,964 CHF | 99.88% | 99.88% |
| 08/05/2024 | 0.82% | 1.27 CHF | 1.28 CHF | 156,000 | 156,000 | 51,962 | 51,962 | 64,965 CHF | 65,485 CHF | 97.39% | 97.39% |
| 07/05/2024 | 0.68% | 1.24 CHF | 1.25 CHF | 158,000 | 158,000 | 54,208 | 54,208 | 76,883 CHF | 77,426 CHF | 98.35% | 98.35% |
| 06/05/2024 | 0.62% | 1.70 CHF | 1.71 CHF | 144,000 | 144,000 | 64,489 | 64,489 | 107,436 CHF | 108,082 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 146,000 | 146,000 | 59,775 | 59,775 | 94,420 CHF | 95,019 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 146,000 | 146,000 | 66,333 | 66,333 | 100,201 CHF | 100,865 CHF | 100.00% | 100.00% |
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