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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 | 0.69% | 1.51 CHF | 1.52 CHF | 160,000 | 160,000 | 72,207 | 72,207 | 106,792 CHF | 107,517 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.66% | 1.42 CHF | 1.43 CHF | 164,000 | 164,000 | 71,633 | 71,633 | 109,213 CHF | 109,932 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 156,000 | 156,000 | 69,973 | 69,973 | 111,241 CHF | 111,942 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 156,000 | 156,000 | 69,932 | 69,932 | 112,833 CHF | 113,534 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 156,000 | 156,000 | 69,961 | 69,961 | 113,060 CHF | 113,761 CHF | 99.88% | 99.88% |
| 08/05/2024 | 0.64% | 1.62 CHF | 1.63 CHF | 156,000 | 156,000 | 51,963 | 51,963 | 83,489 CHF | 84,009 CHF | 97.39% | 97.39% |
| 07/05/2024 | 0.55% | 1.59 CHF | 1.60 CHF | 158,000 | 158,000 | 54,476 | 54,476 | 96,584 CHF | 97,130 CHF | 97.86% | 97.86% |
| 06/05/2024 | 0.51% | 2.06 CHF | 2.07 CHF | 144,000 | 144,000 | 64,489 | 64,489 | 130,249 CHF | 130,895 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 146,000 | 146,000 | 59,755 | 59,755 | 115,567 CHF | 116,166 CHF | 99.95% | 99.95% |
| 02/05/2024 | 0.55% | 1.90 CHF | 1.91 CHF | 146,000 | 146,000 | 66,331 | 66,331 | 123,866 CHF | 124,530 CHF | 100.00% | 100.00% |
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