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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 | 0.60% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,519 CHF | 125,269 CHF | 99.33% | 99.33% |
| 15/05/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,005 CHF | 117,755 CHF | 99.33% | 99.33% |
| 14/05/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 111,269 CHF | 112,019 CHF | 99.03% | 99.03% |
| 13/05/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,617 CHF | 100,367 CHF | 98.39% | 98.39% |
| 10/05/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 111,631 CHF | 112,381 CHF | 99.35% | 99.35% |
| 08/05/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 116,043 CHF | 116,793 CHF | 99.28% | 99.28% |
| 07/05/2024 | 0.68% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 74,996 | 75,000 | 110,734 CHF | 111,490 CHF | 99.33% | 99.33% |
| 06/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,825 CHF | 106,575 CHF | 99.35% | 99.35% |
| 03/05/2024 | 0.71% | 1.30 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,878 CHF | 105,628 CHF | 99.20% | 99.20% |
| 02/05/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 74,999 | 100,127 CHF | 100,877 CHF | 98.87% | 98.87% |
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