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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 | 0.58% | 1.74 CHF | 1.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 389,911 CHF | 130,720 CHF | 99.09% | 99.09% |
| 15/05/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 363,537 CHF | 121,929 CHF | 98.87% | 98.87% |
| 14/05/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 354,472 CHF | 118,908 CHF | 99.14% | 99.14% |
| 13/05/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 372,760 CHF | 125,003 CHF | 94.43% | 94.43% |
| 10/05/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 382,726 CHF | 128,325 CHF | 98.08% | 98.08% |
| 08/05/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 225,000 | 75,000 | 241,590 | 80,530 | 320,920 CHF | 107,779 CHF | 96.91% | 96.91% |
| 07/05/2024 | 0.90% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 332,587 CHF | 111,862 CHF | 96.72% | 96.72% |
| 06/05/2024 | 0.98% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 305,940 CHF | 102,980 CHF | 98.86% | 98.86% |
| 03/05/2024 | 1.02% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,019 CHF | 98,340 CHF | 98.98% | 98.98% |
| 02/05/2024 | 0.93% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 321,763 CHF | 108,254 CHF | 99.22% | 99.22% |
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