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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 560,457 CHF | 188,319 CHF | 93.42% | 93.42% |
| 14/05/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 527,740 CHF | 177,413 CHF | 85.55% | 85.55% |
| 13/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 522,003 CHF | 175,501 CHF | 76.59% | 76.59% |
| 10/05/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 511,807 CHF | 172,102 CHF | 84.45% | 84.45% |
| 08/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 499,829 CHF | 168,110 CHF | 85.40% | 85.40% |
| 07/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 502,026 CHF | 168,842 CHF | 95.20% | 95.20% |
| 06/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 521,512 CHF | 175,338 CHF | 81.55% | 81.55% |
| 03/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 520,230 CHF | 174,910 CHF | 97.07% | 97.07% |
| 02/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 517,056 CHF | 173,852 CHF | 98.00% | 98.00% |
| 30/04/2024 | 0.80% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 559,906 CHF | 188,135 CHF | 95.20% | 95.20% |
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