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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 | 1.21% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 246,640 CHF | 83,214 CHF | 98.49% | 98.49% |
| 15/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 296,269 | 98,756 | 242,420 CHF | 81,794 CHF | 98.32% | 98.32% |
| 14/05/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 275,555 | 91,852 | 227,791 CHF | 76,849 CHF | 99.35% | 99.35% |
| 13/05/2024 | 1.16% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 268,384 | 89,461 | 229,584 CHF | 77,423 CHF | 98.93% | 98.93% |
| 10/05/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 225,000 | 75,000 | 225,619 | 75,206 | 200,958 CHF | 67,738 CHF | 99.22% | 99.22% |
| 08/05/2024 | 1.04% | 0.90 CHF | 0.91 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 216,358 CHF | 72,869 CHF | 98.60% | 98.60% |
| 07/05/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 266,870 CHF | 89,707 CHF | 94.70% | 94.70% |
| 06/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 277,657 CHF | 93,302 CHF | 99.36% | 99.36% |
| 03/05/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 256,490 CHF | 86,247 CHF | 99.27% | 99.27% |
| 02/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 256,790 CHF | 86,347 CHF | 99.36% | 99.36% |
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