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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 | 0.97% | 1.05 CHF | 1.06 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 56,321 CHF | 56,871 CHF | 99.84% | 99.84% |
| 15/05/2024 | 0.94% | 0.99 CHF | 1.00 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 58,532 CHF | 59,082 CHF | 99.44% | 99.44% |
| 14/05/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 67,522 CHF | 68,072 CHF | 98.96% | 98.96% |
| 13/05/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 62,464 CHF | 63,014 CHF | 99.99% | 99.99% |
| 10/05/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 58,284 CHF | 58,834 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 59,946 CHF | 60,496 CHF | 99.99% | 99.99% |
| 07/05/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 63,632 CHF | 64,182 CHF | 99.79% | 99.79% |
| 06/05/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 63,394 CHF | 63,944 CHF | 99.77% | 99.77% |
| 03/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 63,558 CHF | 64,108 CHF | 99.22% | 99.22% |
| 02/05/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 65,063 CHF | 65,613 CHF | 99.99% | 99.99% |
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