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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 | 0.99% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 454,302 CHF | 152,934 CHF | 98.93% | 98.93% |
| 15/05/2024 | 0.96% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 465,411 CHF | 156,637 CHF | 98.80% | 98.80% |
| 14/05/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 479,603 CHF | 161,368 CHF | 98.90% | 98.90% |
| 13/05/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 468,819 CHF | 157,773 CHF | 93.63% | 93.63% |
| 10/05/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 455,027 CHF | 153,176 CHF | 98.89% | 98.89% |
| 08/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 528,629 CHF | 177,710 CHF | 98.82% | 98.82% |
| 07/05/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 537,891 CHF | 180,797 CHF | 97.90% | 97.90% |
| 06/05/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 709,100 CHF | 237,867 CHF | 98.84% | 98.84% |
| 03/05/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 715,150 CHF | 239,883 CHF | 98.82% | 98.82% |
| 02/05/2024 | 0.64% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 703,533 CHF | 236,011 CHF | 98.92% | 98.92% |
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