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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 | 0.77% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,515 CHF | 97,265 CHF | 99.25% | 99.25% |
| 15/05/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 74,398 | 74,253 | 94,056 CHF | 94,614 CHF | 98.90% | 98.90% |
| 14/05/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,013 CHF | 95,763 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,160 CHF | 91,910 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,745 CHF | 91,495 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,073 CHF | 87,823 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,935 CHF | 85,685 CHF | 97.06% | 97.06% |
| 06/05/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,718 CHF | 85,468 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,949 CHF | 83,699 CHF | 97.92% | 97.92% |
| 02/05/2024 | 0.94% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,323 CHF | 80,073 CHF | 99.40% | 99.40% |
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