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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 | 1.18% | 1.68 CHF | 1.70 CHF | 71,000 | 71,000 | 70,822 | 70,822 | 119,882 CHF | 121,300 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.22% | 1.69 CHF | 1.71 CHF | 71,000 | 71,000 | 71,305 | 71,305 | 116,562 CHF | 117,991 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.31% | 1.57 CHF | 1.59 CHF | 72,000 | 72,000 | 72,766 | 72,766 | 110,575 CHF | 112,031 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.29% | 1.51 CHF | 1.53 CHF | 73,000 | 73,000 | 72,594 | 72,594 | 111,895 CHF | 113,347 CHF | 99.88% | 99.88% |
| 10/05/2024 | 1.29% | 1.53 CHF | 1.55 CHF | 73,000 | 73,000 | 72,603 | 72,603 | 112,104 CHF | 113,556 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.30% | 1.53 CHF | 1.55 CHF | 73,000 | 73,000 | 72,727 | 72,727 | 111,428 CHF | 112,883 CHF | 98.93% | 98.93% |
| 07/05/2024 | 1.36% | 1.47 CHF | 1.49 CHF | 74,000 | 74,000 | 73,648 | 73,648 | 107,501 CHF | 108,975 CHF | 99.87% | 99.87% |
| 06/05/2024 | 1.71% | 1.18 CHF | 1.20 CHF | 78,000 | 78,000 | 77,930 | 77,930 | 90,358 CHF | 91,917 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.43% | 1.10 CHF | 1.12 CHF | 79,000 | 79,000 | 79,734 | 79,734 | 83,759 CHF | 84,973 CHF | 99.94% | 99.94% |
| 02/05/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 82,000 | 82,000 | 81,292 | 81,292 | 77,516 CHF | 78,329 CHF | 98.57% | 98.57% |
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