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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 | 1.27% | 0.75 CHF | 0.76 CHF | 175,000 | 175,000 | 174,121 | 174,121 | 136,185 CHF | 137,927 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 149,689 CHF | 151,439 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 154,264 CHF | 156,014 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 147,317 CHF | 149,067 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 146,246 CHF | 147,996 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 149,537 CHF | 151,287 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 133,550 CHF | 135,050 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 140,247 CHF | 141,747 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 145,826 CHF | 147,326 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 144,079 CHF | 145,579 CHF | 100.00% | 100.00% |
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