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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 | 1.03% | 0.96 CHF | 0.97 CHF | 154,000 | 154,000 | 153,885 | 153,885 | 149,077 CHF | 150,617 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 155,000 | 155,000 | 155,351 | 155,351 | 153,470 CHF | 155,027 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 155,000 | 155,000 | 154,582 | 154,582 | 150,666 CHF | 152,212 CHF | 99.97% | 99.97% |
| 13/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 156,000 | 156,000 | 156,120 | 156,120 | 155,005 CHF | 156,566 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 153,000 | 153,000 | 151,925 | 151,925 | 152,961 CHF | 154,480 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 153,000 | 153,000 | 152,958 | 152,958 | 155,928 CHF | 157,457 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 153,000 | 153,000 | 153,495 | 153,495 | 157,923 CHF | 159,459 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 153,000 | 153,000 | 152,864 | 152,864 | 156,000 CHF | 157,529 CHF | 98.55% | 98.55% |
| 03/05/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 153,000 | 153,000 | 151,105 | 151,105 | 150,723 CHF | 152,234 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 155,000 | 155,000 | 154,869 | 154,869 | 161,854 CHF | 163,403 CHF | 100.00% | 100.00% |
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