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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 | 0.91% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 149,991 | 491,273 CHF | 165,247 CHF | 98.33% | 98.33% |
| 15/05/2024 | 0.91% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 491,883 CHF | 165,461 CHF | 98.15% | 98.15% |
| 14/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 464,811 CHF | 156,437 CHF | 98.74% | 98.74% |
| 13/05/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 445,126 CHF | 149,875 CHF | 93.30% | 93.30% |
| 10/05/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 443,762 CHF | 149,421 CHF | 98.74% | 98.74% |
| 08/05/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 380,885 CHF | 128,462 CHF | 98.72% | 98.72% |
| 07/05/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 373,657 CHF | 126,052 CHF | 98.42% | 98.42% |
| 06/05/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 354,445 CHF | 119,648 CHF | 98.68% | 98.68% |
| 03/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,796 CHF | 121,098 CHF | 98.70% | 98.70% |
| 02/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 356,053 CHF | 120,184 CHF | 98.52% | 98.52% |
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