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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 | 1.76% | 0.55 CHF | 0.56 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 126,599 CHF | 42,950 CHF | 98.49% | 98.49% |
| 15/05/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 125,999 CHF | 42,750 CHF | 98.31% | 98.31% |
| 14/05/2024 | 1.73% | 0.54 CHF | 0.55 CHF | 225,000 | 75,000 | 225,000 | 74,982 | 129,341 CHF | 43,854 CHF | 99.35% | 99.35% |
| 13/05/2024 | 1.64% | 0.57 CHF | 0.58 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 136,171 CHF | 46,140 CHF | 98.92% | 98.92% |
| 10/05/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 143,570 CHF | 48,607 CHF | 99.23% | 99.23% |
| 08/05/2024 | 1.39% | 0.65 CHF | 0.66 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 162,445 CHF | 54,898 CHF | 98.61% | 98.61% |
| 07/05/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 221,657 CHF | 74,636 CHF | 94.71% | 94.71% |
| 06/05/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 234,577 CHF | 78,942 CHF | 99.37% | 99.37% |
| 03/05/2024 | 1.07% | 0.97 CHF | 0.98 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 208,951 CHF | 70,400 CHF | 99.27% | 99.27% |
| 02/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 208,704 CHF | 70,318 CHF | 99.36% | 99.36% |
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