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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/05/2024 | 1.67% | 1.05 CHF | 1.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,964 CHF | 27,418 CHF | 93.06% | 93.06% |
| 28/05/2024 | 1.58% | 1.11 CHF | 1.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,662 CHF | 28,102 CHF | 100.00% | 100.00% |
| 27/05/2024 | 1.71% | 1.08 CHF | 1.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,803 CHF | 27,265 CHF | 100.00% | 100.00% |
| 24/05/2024 | 1.79% | 1.09 CHF | 1.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,678 CHF | 27,160 CHF | 94.78% | 94.78% |
| 23/05/2024 | 1.53% | 1.09 CHF | 1.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,358 CHF | 27,779 CHF | 98.54% | 98.54% |
| 22/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,905 CHF | 54,405 CHF | 92.19% | 92.19% |
| 21/05/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,299 CHF | 53,799 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,921 CHF | 53,421 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,097 CHF | 51,597 CHF | 99.33% | 99.33% |
| 15/05/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 49,642 | 50,995 CHF | 51,122 CHF | 98.33% | 98.33% |
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