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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 | 0.79% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,488 CHF | 95,238 CHF | 99.20% | 99.20% |
| 15/05/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,913 CHF | 87,663 CHF | 99.16% | 99.16% |
| 14/05/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,104 CHF | 81,854 CHF | 98.89% | 98.89% |
| 13/05/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,475 CHF | 70,225 CHF | 98.32% | 98.32% |
| 10/05/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,527 CHF | 82,277 CHF | 99.20% | 99.20% |
| 08/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,870 CHF | 86,620 CHF | 99.19% | 99.19% |
| 07/05/2024 | 0.93% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,628 CHF | 81,378 CHF | 99.19% | 99.19% |
| 06/05/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,794 CHF | 76,544 CHF | 99.27% | 99.27% |
| 03/05/2024 | 1.00% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,839 CHF | 75,589 CHF | 99.12% | 99.12% |
| 02/05/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,864 CHF | 70,614 CHF | 98.73% | 98.73% |
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