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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 | 1.11% | 0.91 CHF | 0.92 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 268,362 CHF | 271,362 CHF | 99.91% | 99.91% |
| 15/05/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 274,041 CHF | 277,041 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 281,352 CHF | 284,352 CHF | 99.76% | 99.76% |
| 13/05/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 278,221 CHF | 281,221 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 279,068 CHF | 282,068 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 284,593 CHF | 287,593 CHF | 96.88% | 96.88% |
| 07/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 279,780 CHF | 282,780 CHF | 99.83% | 99.83% |
| 06/05/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 273,366 CHF | 276,366 CHF | 99.76% | 99.76% |
| 03/05/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 277,127 CHF | 280,127 CHF | 99.99% | 99.99% |
| 02/05/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 294,932 CHF | 297,932 CHF | 100.00% | 100.00% |
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