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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 | 1.43% | 0.69 CHF | 0.70 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 521,182 CHF | 70,491 CHF | 92.96% | 92.96% |
| 15/05/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 536,071 CHF | 72,476 CHF | 97.16% | 97.16% |
| 14/05/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 548,584 CHF | 74,145 CHF | 93.77% | 93.77% |
| 13/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 563,178 CHF | 76,090 CHF | 92.12% | 92.12% |
| 10/05/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 582,111 CHF | 78,615 CHF | 95.32% | 95.32% |
| 08/05/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 592,388 CHF | 79,985 CHF | 98.59% | 98.59% |
| 07/05/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 701,835 CHF | 94,578 CHF | 99.24% | 99.24% |
| 06/05/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 708,354 CHF | 95,447 CHF | 95.69% | 95.69% |
| 03/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 720,825 CHF | 97,110 CHF | 99.09% | 99.09% |
| 02/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 741,997 CHF | 99,933 CHF | 99.09% | 99.09% |
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