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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/05/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 674,318 CHF | 85,040 CHF | 99.17% | 99.17% |
| 16/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 600,000 | 75,000 | 600,033 | 75,000 | 633,290 CHF | 79,907 CHF | 99.17% | 99.17% |
| 15/05/2024 | 1.00% | 1.07 CHF | 1.08 CHF | 600,000 | 75,000 | 714,467 | 75,000 | 707,798 CHF | 75,325 CHF | 94.74% | 94.74% |
| 14/05/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 727,255 CHF | 73,476 CHF | 99.15% | 99.15% |
| 13/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 776,466 CHF | 78,397 CHF | 98.53% | 98.53% |
| 10/05/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 745,702 CHF | 75,320 CHF | 99.17% | 99.17% |
| 08/05/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 761,150 CHF | 76,865 CHF | 99.17% | 99.17% |
| 07/05/2024 | 1.12% | 0.99 CHF | 1.00 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 669,726 CHF | 67,723 CHF | 97.93% | 97.93% |
| 06/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 646,313 CHF | 65,381 CHF | 99.17% | 99.17% |
| 03/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 644,420 CHF | 65,192 CHF | 99.16% | 99.16% |
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