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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 | 0.76% | 1.38 CHF | 1.39 CHF | 160,000 | 160,000 | 72,214 | 72,214 | 97,242 CHF | 97,967 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.72% | 1.29 CHF | 1.30 CHF | 164,000 | 164,000 | 71,631 | 71,631 | 99,756 CHF | 100,475 CHF | 99.99% | 99.99% |
| 14/05/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 156,000 | 156,000 | 69,975 | 69,975 | 101,964 CHF | 102,666 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 156,000 | 156,000 | 69,934 | 69,934 | 103,550 CHF | 104,250 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 156,000 | 156,000 | 69,958 | 69,958 | 103,789 CHF | 104,490 CHF | 99.87% | 99.87% |
| 08/05/2024 | 0.70% | 1.49 CHF | 1.50 CHF | 156,000 | 156,000 | 51,958 | 51,958 | 76,557 CHF | 77,077 CHF | 97.40% | 97.40% |
| 07/05/2024 | 0.59% | 1.46 CHF | 1.47 CHF | 158,000 | 158,000 | 54,437 | 54,437 | 89,296 CHF | 89,841 CHF | 97.95% | 97.95% |
| 06/05/2024 | 0.54% | 1.93 CHF | 1.94 CHF | 144,000 | 144,000 | 64,484 | 64,484 | 121,702 CHF | 122,348 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 146,000 | 146,000 | 59,767 | 59,767 | 107,625 CHF | 108,224 CHF | 99.98% | 99.98% |
| 02/05/2024 | 0.59% | 1.76 CHF | 1.77 CHF | 146,000 | 146,000 | 66,327 | 66,327 | 114,939 CHF | 115,603 CHF | 99.99% | 99.99% |
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