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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 | 0.83% | 1.26 CHF | 1.27 CHF | 160,000 | 160,000 | 72,227 | 72,227 | 88,819 CHF | 89,544 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.78% | 1.17 CHF | 1.18 CHF | 164,000 | 164,000 | 71,637 | 71,637 | 91,353 CHF | 92,072 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 156,000 | 156,000 | 69,974 | 69,974 | 93,820 CHF | 94,522 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 156,000 | 156,000 | 69,934 | 69,934 | 95,399 CHF | 96,100 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 156,000 | 156,000 | 69,971 | 69,971 | 95,661 CHF | 96,362 CHF | 99.88% | 99.88% |
| 08/05/2024 | 0.76% | 1.37 CHF | 1.38 CHF | 156,000 | 156,000 | 51,969 | 51,969 | 70,517 CHF | 71,037 CHF | 97.39% | 97.39% |
| 07/05/2024 | 0.63% | 1.34 CHF | 1.35 CHF | 158,000 | 158,000 | 54,346 | 54,346 | 82,862 CHF | 83,407 CHF | 98.18% | 98.18% |
| 06/05/2024 | 0.58% | 1.81 CHF | 1.82 CHF | 144,000 | 144,000 | 64,490 | 64,490 | 114,406 CHF | 115,052 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 146,000 | 146,000 | 59,776 | 59,776 | 100,879 CHF | 101,478 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.63% | 1.65 CHF | 1.66 CHF | 146,000 | 146,000 | 66,324 | 66,324 | 107,332 CHF | 107,996 CHF | 99.99% | 99.99% |
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