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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 | 0.99% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,039 CHF | 75,789 CHF | 97.51% | 97.51% |
| 28/05/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,647 CHF | 83,397 CHF | 100.00% | 100.00% |
| 27/05/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,376 CHF | 82,126 CHF | 100.00% | 100.00% |
| 24/05/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,734 CHF | 79,484 CHF | 83.63% | 83.63% |
| 23/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,398 CHF | 80,148 CHF | 99.41% | 99.41% |
| 22/05/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,240 CHF | 74,990 CHF | 97.30% | 97.30% |
| 21/05/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,008 CHF | 76,758 CHF | 99.98% | 99.98% |
| 17/05/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,234 CHF | 74,984 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,669 CHF | 76,419 CHF | 99.25% | 99.25% |
| 15/05/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 74,590 | 74,253 | 73,534 CHF | 73,942 CHF | 98.90% | 98.90% |
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