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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 23/05/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 78,000 | 78,000 | 78,232 | 78,232 | 97,060 CHF | 97,845 CHF | 100.00% | 100.00% |
| 22/05/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 78,000 | 78,000 | 78,068 | 78,068 | 95,259 CHF | 96,040 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 76,000 | 76,000 | 76,093 | 76,093 | 86,050 CHF | 86,812 CHF | 97.02% | 97.02% |
| 17/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,060 | 75,060 | 80,909 CHF | 81,659 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 77,000 | 77,000 | 77,012 | 77,012 | 91,318 CHF | 92,088 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 78,000 | 78,000 | 77,952 | 77,952 | 95,487 CHF | 96,268 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 78,000 | 78,000 | 77,486 | 77,486 | 92,775 CHF | 93,550 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 78,000 | 78,000 | 78,302 | 78,302 | 96,569 CHF | 97,352 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 77,000 | 77,000 | 76,025 | 76,025 | 95,874 CHF | 96,634 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 77,000 | 77,000 | 76,957 | 76,957 | 98,753 CHF | 99,523 CHF | 99.25% | 99.25% |
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