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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 75,000 | 75,000 | 74,291 | 74,242 | 133,727 CHF | 134,383 CHF | 98.93% | 98.93% |
| 14/05/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 75,000 | 75,000 | 74,044 | 74,044 | 130,751 CHF | 131,497 CHF | 99.97% | 99.97% |
| 13/05/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 132,644 CHF | 133,394 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,039 CHF | 133,789 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 130,489 CHF | 131,239 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,248 CHF | 131,998 CHF | 96.44% | 96.44% |
| 06/05/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,979 CHF | 128,729 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,067 CHF | 127,817 CHF | 98.63% | 98.63% |
| 02/05/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,830 CHF | 124,580 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,462 CHF | 126,212 CHF | 100.00% | 100.00% |
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