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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% | 2.01 CHF | 2.03 CHF | 190,000 | 190,000 | 187,661 | 187,661 | 365,570 CHF | 369,356 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.18% | 1.89 CHF | 1.91 CHF | 200,000 | 200,000 | 197,467 | 197,467 | 343,811 CHF | 347,797 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.26% | 1.63 CHF | 1.65 CHF | 200,000 | 200,000 | 197,809 | 197,809 | 322,128 CHF | 326,114 CHF | 99.83% | 99.83% |
| 13/05/2024 | 1.18% | 1.70 CHF | 1.72 CHF | 200,000 | 200,000 | 197,812 | 197,812 | 344,378 CHF | 348,364 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.20% | 1.68 CHF | 1.70 CHF | 210,000 | 210,000 | 207,702 | 207,702 | 354,286 CHF | 358,470 CHF | 99.99% | 99.99% |
| 08/05/2024 | 1.60% | 1.32 CHF | 1.34 CHF | 240,000 | 240,000 | 237,365 | 237,365 | 303,733 CHF | 308,515 CHF | 99.67% | 99.67% |
| 07/05/2024 | 1.51% | 1.32 CHF | 1.34 CHF | 240,000 | 240,000 | 237,270 | 237,270 | 320,496 CHF | 325,278 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.58% | 1.26 CHF | 1.28 CHF | 260,000 | 260,000 | 257,155 | 257,155 | 332,222 CHF | 337,403 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.75% | 1.16 CHF | 1.18 CHF | 300,000 | 300,000 | 296,676 | 296,676 | 345,258 CHF | 351,235 CHF | 98.95% | 98.95% |
| 02/05/2024 | 2.21% | 0.95 CHF | 0.97 CHF | 350,000 | 350,000 | 346,137 | 346,137 | 318,713 CHF | 325,688 CHF | 99.30% | 99.30% |
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