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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 | 0.63% | 1.65 CHF | 1.66 CHF | 160,000 | 160,000 | 72,211 | 72,211 | 117,151 CHF | 117,876 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.60% | 1.56 CHF | 1.57 CHF | 164,000 | 164,000 | 71,641 | 71,641 | 119,569 CHF | 120,289 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 156,000 | 156,000 | 69,973 | 69,973 | 121,377 CHF | 122,079 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 156,000 | 156,000 | 69,932 | 69,932 | 122,952 CHF | 123,652 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 156,000 | 156,000 | 69,957 | 69,957 | 123,250 CHF | 123,951 CHF | 99.88% | 99.88% |
| 08/05/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 156,000 | 156,000 | 51,963 | 51,963 | 90,985 CHF | 91,505 CHF | 97.38% | 97.38% |
| 07/05/2024 | 0.51% | 1.74 CHF | 1.75 CHF | 158,000 | 158,000 | 54,355 | 54,355 | 104,276 CHF | 104,821 CHF | 98.18% | 98.18% |
| 06/05/2024 | 0.47% | 2.21 CHF | 2.22 CHF | 144,000 | 144,000 | 64,488 | 64,488 | 139,677 CHF | 140,323 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 146,000 | 146,000 | 59,785 | 59,785 | 124,306 CHF | 124,905 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.51% | 2.04 CHF | 2.05 CHF | 146,000 | 146,000 | 66,325 | 66,325 | 133,509 CHF | 134,173 CHF | 99.99% | 99.99% |
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