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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/05/2024 | 4.68% | 0.62 CHF | 0.66 CHF | 90,000 | 75,000 | 80,276 | 75,000 | 51,575 CHF | 50,498 CHF | 96.08% | 96.08% |
| 28/05/2024 | 4.88% | 0.65 CHF | 0.69 CHF | 80,000 | 75,000 | 80,900 | 75,000 | 53,042 CHF | 51,728 CHF | 100.00% | 100.00% |
| 27/05/2024 | 4.18% | 0.73 CHF | 0.76 CHF | 75,000 | 75,000 | 75,229 | 75,000 | 54,633 CHF | 56,797 CHF | 100.00% | 100.00% |
| 24/05/2024 | 5.03% | 0.74 CHF | 0.77 CHF | 75,000 | 75,000 | 79,134 | 75,000 | 55,024 CHF | 54,868 CHF | 96.95% | 96.95% |
| 23/05/2024 | 4.67% | 0.70 CHF | 0.74 CHF | 80,000 | 75,000 | 78,981 | 75,000 | 55,480 CHF | 55,220 CHF | 99.17% | 99.17% |
| 22/05/2024 | 4.43% | 0.69 CHF | 0.72 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,988 CHF | 54,866 CHF | 97.49% | 97.49% |
| 21/05/2024 | 4.85% | 0.69 CHF | 0.72 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,883 CHF | 54,011 CHF | 83.05% | 83.05% |
| 17/05/2024 | 4.79% | 0.68 CHF | 0.71 CHF | 80,000 | 75,000 | 79,657 | 75,000 | 53,918 CHF | 53,266 CHF | 100.00% | 100.00% |
| 16/05/2024 | 4.41% | 0.73 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,970 CHF | 58,495 CHF | 99.30% | 99.30% |
| 15/05/2024 | 4.09% | 0.74 CHF | 0.77 CHF | 75,000 | 75,000 | 74,898 | 74,242 | 54,839 CHF | 56,614 CHF | 98.93% | 98.93% |
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