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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 | 0.62% | 1.56 CHF | 1.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 721,049 CHF | 241,850 CHF | 93.08% | 93.08% |
| 15/05/2024 | 0.64% | 1.63 CHF | 1.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 703,428 CHF | 235,976 CHF | 98.33% | 98.33% |
| 14/05/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 667,347 CHF | 223,949 CHF | 99.36% | 99.36% |
| 13/05/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 697,716 CHF | 234,072 CHF | 98.50% | 98.50% |
| 10/05/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 740,773 CHF | 248,424 CHF | 99.36% | 99.36% |
| 08/05/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 672,668 CHF | 225,723 CHF | 99.35% | 99.35% |
| 07/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 637,219 CHF | 213,906 CHF | 94.62% | 94.62% |
| 06/05/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 623,313 CHF | 209,271 CHF | 99.37% | 99.37% |
| 03/05/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 591,851 CHF | 198,784 CHF | 99.35% | 99.35% |
| 02/05/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 571,981 CHF | 192,160 CHF | 99.36% | 99.36% |
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