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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 | 0.92% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,853 CHF | 81,603 CHF | 99.25% | 99.25% |
| 15/05/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 74,495 | 74,254 | 80,224 CHF | 80,710 CHF | 98.90% | 98.90% |
| 14/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,030 CHF | 81,780 CHF | 91.18% | 91.18% |
| 13/05/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,161 CHF | 80,911 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,380 CHF | 83,130 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,047 CHF | 81,797 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,157 CHF | 79,907 CHF | 96.43% | 96.43% |
| 06/05/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,301 CHF | 80,051 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,417 CHF | 79,167 CHF | 97.93% | 97.93% |
| 02/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,202 CHF | 77,952 CHF | 99.40% | 99.40% |
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