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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 477,415 CHF | 160,638 CHF | 99.07% | 99.07% |
| 14/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 472,147 CHF | 158,882 CHF | 99.15% | 99.15% |
| 13/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 492,930 CHF | 165,810 CHF | 95.25% | 95.25% |
| 10/05/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 485,372 CHF | 163,291 CHF | 98.99% | 98.99% |
| 08/05/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 427,825 CHF | 144,108 CHF | 99.19% | 99.19% |
| 07/05/2024 | 1.14% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 392,218 CHF | 132,239 CHF | 99.09% | 99.09% |
| 06/05/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 398,607 CHF | 134,369 CHF | 99.16% | 99.16% |
| 03/05/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,145 CHF | 127,215 CHF | 99.05% | 99.05% |
| 02/05/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,028 CHF | 123,843 CHF | 98.82% | 98.82% |
| 30/04/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 391,761 CHF | 132,087 CHF | 99.14% | 99.14% |
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