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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 | 1.47% | 1.29 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,955 CHF | 98,386 CHF | 99.02% | 99.02% |
| 15/05/2024 | 1.40% | 1.32 CHF | 1.34 CHF | 75,000 | 75,000 | 74,496 | 74,496 | 96,451 CHF | 97,807 CHF | 98.90% | 98.90% |
| 14/05/2024 | 1.30% | 1.29 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,723 CHF | 101,027 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.36% | 1.35 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,276 CHF | 102,661 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.40% | 1.33 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,170 CHF | 101,583 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.34% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,707 CHF | 101,049 CHF | 98.83% | 98.83% |
| 07/05/2024 | 1.34% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,515 CHF | 100,862 CHF | 96.43% | 96.43% |
| 06/05/2024 | 1.32% | 1.33 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,363 CHF | 101,697 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.36% | 1.32 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,108 CHF | 100,463 CHF | 97.93% | 97.93% |
| 02/05/2024 | 1.27% | 1.29 CHF | 1.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,888 CHF | 97,112 CHF | 99.40% | 99.40% |
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