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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 | 0.88% | 1.07 CHF | 1.08 CHF | 290,000 | 290,000 | 283,924 | 283,924 | 321,635 CHF | 324,478 CHF | 99.42% | 99.42% |
| 15/05/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 270,000 | 270,000 | 272,013 | 272,013 | 352,935 CHF | 355,661 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 275,000 | 275,000 | 273,793 | 273,793 | 351,280 CHF | 354,019 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 270,000 | 270,000 | 268,885 | 268,885 | 355,262 CHF | 357,951 CHF | 99.86% | 99.86% |
| 10/05/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 270,000 | 270,000 | 272,373 | 272,373 | 355,959 CHF | 358,683 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 280,000 | 280,000 | 280,430 | 280,430 | 335,547 CHF | 338,352 CHF | 98.93% | 98.93% |
| 07/05/2024 | 0.89% | 1.18 CHF | 1.19 CHF | 285,000 | 285,000 | 286,408 | 286,408 | 321,169 CHF | 324,036 CHF | 99.88% | 99.88% |
| 06/05/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 323,812 CHF | 326,664 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 290,000 | 290,000 | 289,632 | 289,632 | 316,554 CHF | 319,450 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 290,000 | 290,000 | 291,219 | 291,219 | 311,315 CHF | 314,227 CHF | 98.58% | 98.58% |
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