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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 | 1.23% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,849 CHF | 122,783 CHF | 98.93% | 98.93% |
| 15/05/2024 | 1.19% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 375,140 CHF | 126,547 CHF | 98.81% | 98.81% |
| 14/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 389,343 CHF | 131,281 CHF | 98.92% | 98.92% |
| 13/05/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 378,765 CHF | 127,755 CHF | 93.60% | 93.60% |
| 10/05/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 364,997 CHF | 123,166 CHF | 98.89% | 98.89% |
| 08/05/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 438,647 CHF | 147,716 CHF | 98.82% | 98.82% |
| 07/05/2024 | 1.00% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 447,904 CHF | 150,801 CHF | 97.91% | 97.91% |
| 06/05/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 619,286 CHF | 207,929 CHF | 98.84% | 98.84% |
| 03/05/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 625,290 CHF | 209,930 CHF | 98.86% | 98.86% |
| 02/05/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 613,591 CHF | 206,030 CHF | 98.94% | 98.94% |
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