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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 | 0.65% | 1.57 CHF | 1.58 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 229,426 CHF | 230,926 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 218,936 CHF | 220,436 CHF | 99.82% | 99.82% |
| 15/05/2024 | 0.71% | 1.47 CHF | 1.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 209,578 CHF | 211,078 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 205,264 CHF | 206,764 CHF | 99.80% | 99.80% |
| 13/05/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 215,383 CHF | 216,883 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 209,023 CHF | 210,523 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 212,137 CHF | 213,637 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.78% | 1.38 CHF | 1.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 192,264 CHF | 193,764 CHF | 99.78% | 99.78% |
| 06/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 186,904 CHF | 188,404 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 186,094 CHF | 187,594 CHF | 100.00% | 100.00% |
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