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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 24/05/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 277,418 CHF | 279,018 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.52% | 1.76 CHF | 1.77 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 308,465 CHF | 310,065 CHF | 99.94% | 99.94% |
| 22/05/2024 | 0.42% | 2.22 CHF | 2.23 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 381,939 CHF | 383,539 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 160,000 | 160,000 | 159,816 | 159,816 | 397,178 CHF | 398,778 CHF | 99.99% | 99.99% |
| 17/05/2024 | 0.45% | 2.36 CHF | 2.37 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 353,649 CHF | 355,249 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 160,000 | 160,000 | 159,792 | 159,792 | 339,890 CHF | 341,490 CHF | 97.95% | 97.95% |
| 15/05/2024 | 0.50% | 2.12 CHF | 2.13 CHF | 160,000 | 160,000 | 159,705 | 159,705 | 320,506 CHF | 322,106 CHF | 99.24% | 99.24% |
| 14/05/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 291,306 CHF | 292,906 CHF | 99.89% | 99.89% |
| 13/05/2024 | 0.55% | 1.75 CHF | 1.76 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 289,899 CHF | 291,499 CHF | 99.44% | 99.44% |
| 10/05/2024 | 0.49% | 1.97 CHF | 1.98 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 326,420 CHF | 328,020 CHF | 100.00% | 100.00% |
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