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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 | 149,123 CHF | 150,663 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 155,000 | 155,000 | 155,355 | 155,355 | 153,785 CHF | 155,342 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 155,000 | 155,000 | 154,583 | 154,583 | 150,910 CHF | 152,456 CHF | 99.97% | 99.97% |
| 13/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 156,000 | 156,000 | 156,120 | 156,120 | 155,282 CHF | 156,843 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 153,000 | 153,000 | 151,924 | 151,924 | 153,148 CHF | 154,667 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 153,000 | 153,000 | 152,958 | 152,958 | 155,999 CHF | 157,529 CHF | 99.24% | 99.24% |
| 07/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 153,000 | 153,000 | 153,494 | 153,494 | 158,054 CHF | 159,590 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 153,000 | 153,000 | 152,866 | 152,866 | 156,193 CHF | 157,721 CHF | 98.38% | 98.38% |
| 03/05/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 153,000 | 153,000 | 151,104 | 151,104 | 150,814 CHF | 152,325 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 155,000 | 155,000 | 154,869 | 154,869 | 162,136 CHF | 163,685 CHF | 99.99% | 99.99% |
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