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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/05/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 410,714 CHF | 137,655 CHF | 98.51% | 98.51% |
| 16/05/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 225,000 | 75,000 | 228,145 | 76,048 | 402,876 CHF | 135,052 CHF | 99.05% | 99.05% |
| 15/05/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 496,638 CHF | 166,546 CHF | 98.87% | 98.87% |
| 14/05/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 485,654 CHF | 162,885 CHF | 99.06% | 99.06% |
| 13/05/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 300,000 | 100,000 | 286,057 | 95,352 | 483,702 CHF | 162,188 CHF | 94.44% | 94.44% |
| 10/05/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 225,000 | 75,000 | 225,778 | 75,259 | 391,312 CHF | 131,190 CHF | 98.08% | 98.08% |
| 08/05/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 415,792 CHF | 139,597 CHF | 96.88% | 96.88% |
| 07/05/2024 | 0.84% | 1.26 CHF | 1.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 354,639 CHF | 119,213 CHF | 96.75% | 96.75% |
| 06/05/2024 | 0.90% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 331,132 CHF | 111,377 CHF | 99.05% | 99.05% |
| 03/05/2024 | 0.93% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 320,198 CHF | 107,733 CHF | 98.70% | 98.70% |
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