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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 542,569 CHF | 182,356 CHF | 99.17% | 99.17% |
| 13/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 564,543 CHF | 189,681 CHF | 95.24% | 95.24% |
| 10/05/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 556,275 CHF | 186,925 CHF | 98.89% | 98.89% |
| 08/05/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 496,167 CHF | 166,889 CHF | 99.09% | 99.09% |
| 07/05/2024 | 0.98% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 456,566 CHF | 153,689 CHF | 99.08% | 99.08% |
| 06/05/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 463,433 CHF | 155,978 CHF | 99.03% | 99.03% |
| 03/05/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 440,383 CHF | 148,294 CHF | 99.07% | 99.07% |
| 02/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 428,485 CHF | 144,328 CHF | 98.81% | 98.81% |
| 30/04/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 455,066 CHF | 153,189 CHF | 99.10% | 99.10% |
| 29/04/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 460,141 CHF | 154,880 CHF | 99.07% | 99.07% |
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