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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 | 1.75% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 255,696 CHF | 86,732 CHF | 98.31% | 98.31% |
| 15/05/2024 | 1.76% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 254,493 CHF | 86,331 CHF | 98.15% | 98.15% |
| 14/05/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 281,335 CHF | 95,278 CHF | 98.75% | 98.75% |
| 13/05/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,262 CHF | 101,254 CHF | 93.32% | 93.32% |
| 10/05/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,339 CHF | 101,946 CHF | 98.74% | 98.74% |
| 08/05/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,960 CHF | 122,820 CHF | 98.72% | 98.72% |
| 07/05/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 371,584 CHF | 125,361 CHF | 98.43% | 98.43% |
| 06/05/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 389,251 CHF | 131,250 CHF | 98.68% | 98.68% |
| 03/05/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 392,373 CHF | 132,291 CHF | 98.71% | 98.71% |
| 02/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 396,497 CHF | 133,666 CHF | 98.50% | 98.50% |
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