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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 | 1.05% | 0.93 CHF | 0.94 CHF | 106,000 | 106,000 | 104,193 | 104,193 | 98,854 CHF | 99,897 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 98,000 | 98,000 | 97,605 | 97,605 | 98,494 CHF | 99,472 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 98,000 | 98,000 | 97,569 | 97,569 | 101,998 CHF | 102,974 CHF | 99.99% | 99.99% |
| 13/05/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 95,817 CHF | 96,813 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 91,218 CHF | 92,222 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 102,000 | 102,000 | 101,547 | 101,547 | 88,425 CHF | 89,441 CHF | 98.84% | 98.84% |
| 07/05/2024 | 1.00% | 1.03 CHF | 1.04 CHF | 98,000 | 98,000 | 99,089 | 99,089 | 98,773 CHF | 99,765 CHF | 97.92% | 97.92% |
| 06/05/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 99,465 CHF | 100,456 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 95,918 CHF | 96,914 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 99,587 | 99,587 | 95,300 CHF | 96,296 CHF | 100.00% | 100.00% |
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