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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 | 1.13% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,939 CHF | 66,689 CHF | 99.25% | 99.25% |
| 15/05/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 74,697 | 74,254 | 65,503 CHF | 65,859 CHF | 98.90% | 98.90% |
| 14/05/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,030 CHF | 66,780 CHF | 91.18% | 91.18% |
| 13/05/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,220 CHF | 65,970 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,380 CHF | 68,130 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,047 CHF | 66,797 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,157 CHF | 64,907 CHF | 96.43% | 96.43% |
| 06/05/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,301 CHF | 65,051 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,417 CHF | 64,167 CHF | 97.93% | 97.93% |
| 02/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,279 CHF | 63,029 CHF | 99.40% | 99.40% |
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