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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 556,042 CHF | 139,761 CHF | 99.17% | 99.17% |
| 16/05/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 568,814 CHF | 142,954 CHF | 99.17% | 99.17% |
| 15/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 549,425 CHF | 138,106 CHF | 99.17% | 99.17% |
| 14/05/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 516,254 CHF | 129,814 CHF | 99.16% | 99.16% |
| 13/05/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 502,697 CHF | 126,424 CHF | 98.59% | 98.59% |
| 10/05/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 441,782 CHF | 111,196 CHF | 99.17% | 99.17% |
| 08/05/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 367,380 CHF | 92,595 CHF | 99.17% | 99.17% |
| 07/05/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 313,676 CHF | 79,169 CHF | 97.94% | 97.94% |
| 06/05/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 330,210 CHF | 83,303 CHF | 99.17% | 99.17% |
| 03/05/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 329,796 CHF | 83,199 CHF | 99.16% | 99.16% |
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