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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/05/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 117,267 CHF | 39,839 CHF | 99.16% | 99.16% |
| 28/05/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 113,478 CHF | 38,576 CHF | 99.16% | 99.16% |
| 27/05/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 111,883 CHF | 38,044 CHF | 99.17% | 99.17% |
| 24/05/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 112,025 CHF | 38,092 CHF | 99.15% | 99.15% |
| 23/05/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 117,521 CHF | 39,924 CHF | 99.14% | 99.14% |
| 22/05/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 121,493 CHF | 41,248 CHF | 99.17% | 99.17% |
| 21/05/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 121,543 CHF | 41,264 CHF | 97.56% | 97.56% |
| 17/05/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 117,211 CHF | 39,821 CHF | 99.17% | 99.17% |
| 16/05/2024 | 1.83% | 0.52 CHF | 0.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 121,740 CHF | 41,330 CHF | 99.17% | 99.17% |
| 15/05/2024 | 1.81% | 0.57 CHF | 0.58 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 123,366 CHF | 41,872 CHF | 99.17% | 99.17% |
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