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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 | 0.53% | 1.89 CHF | 1.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 142,279 CHF | 143,029 CHF | 99.87% | 99.87% |
| 15/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 138,714 CHF | 139,464 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 137,455 CHF | 138,205 CHF | 99.78% | 99.78% |
| 13/05/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 134,174 CHF | 134,924 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,662 CHF | 132,412 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 128,615 CHF | 129,365 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,966 CHF | 127,716 CHF | 99.84% | 99.84% |
| 06/05/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,157 CHF | 119,907 CHF | 99.83% | 99.83% |
| 03/05/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,135 CHF | 115,885 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 107,985 CHF | 108,735 CHF | 100.00% | 100.00% |
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