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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 | 1.41% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,913 CHF | 53,663 CHF | 99.56% | 99.56% |
| 28/05/2024 | 1.39% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,608 CHF | 54,358 CHF | 99.86% | 99.86% |
| 27/05/2024 | 1.40% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,330 CHF | 54,080 CHF | 100.00% | 100.00% |
| 24/05/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 51,400 CHF | 52,150 CHF | 100.00% | 100.00% |
| 23/05/2024 | 1.28% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,506 CHF | 59,256 CHF | 99.60% | 99.60% |
| 22/05/2024 | 0.99% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 54,226 | 54,226 | 54,030 CHF | 54,572 CHF | 98.44% | 98.44% |
| 21/05/2024 | 0.95% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,554 | 50,554 | 53,073 CHF | 53,578 CHF | 100.00% | 100.00% |
| 17/05/2024 | 1.09% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,436 CHF | 69,186 CHF | 100.00% | 100.00% |
| 16/05/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,514 CHF | 66,264 CHF | 99.86% | 99.86% |
| 15/05/2024 | 1.23% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,862 CHF | 61,612 CHF | 100.00% | 100.00% |
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