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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 | 1.13% | 0.89 CHF | 0.90 CHF | 225,000 | 75,000 | 229,042 | 76,347 | 202,282 CHF | 68,191 CHF | 99.38% | 99.38% |
| 28/05/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 208,858 CHF | 70,369 CHF | 99.37% | 99.37% |
| 27/05/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 218,807 CHF | 73,686 CHF | 99.37% | 99.37% |
| 24/05/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 220,751 CHF | 74,334 CHF | 99.36% | 99.36% |
| 23/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 219,866 CHF | 74,039 CHF | 99.36% | 99.36% |
| 22/05/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 225,000 | 75,000 | 233,478 | 77,826 | 204,965 CHF | 69,100 CHF | 99.36% | 99.36% |
| 21/05/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 289,928 | 96,643 | 257,654 CHF | 86,851 CHF | 98.92% | 98.92% |
| 17/05/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,935 CHF | 64,645 CHF | 99.36% | 99.36% |
| 16/05/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,276 CHF | 68,759 CHF | 98.47% | 98.47% |
| 15/05/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 194,458 CHF | 65,819 CHF | 98.32% | 98.32% |
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