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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 | 0.99% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,361 CHF | 50,861 CHF | 99.31% | 99.31% |
| 15/05/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 49,487 | 50,739 CHF | 50,715 CHF | 98.95% | 98.95% |
| 14/05/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,185 CHF | 50,685 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 54,815 | 50,000 | 54,531 CHF | 50,264 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 51,427 | 50,000 | 51,377 CHF | 50,464 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 59,314 CHF | 49,928 CHF | 94.79% | 94.79% |
| 07/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,782 CHF | 49,485 CHF | 98.92% | 98.92% |
| 06/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,325 CHF | 49,104 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 59,142 | 50,000 | 58,243 CHF | 49,751 CHF | 98.63% | 98.63% |
| 02/05/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,736 CHF | 48,613 CHF | 99.12% | 99.12% |
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