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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/05/2024 | 0.64% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 48,033 | 48,033 | 80,811 CHF | 81,311 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.18% | 1.67 CHF | 1.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,235 CHF | 42,735 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.22% | 1.62 CHF | 1.64 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 61,037 CHF | 61,787 CHF | 98.77% | 98.77% |
| 08/05/2024 | 1.49% | 1.51 CHF | 1.54 CHF | 25,000 | 25,000 | 25,747 | 25,747 | 39,143 CHF | 39,718 CHF | 98.88% | 98.88% |
| 07/05/2024 | 0.77% | 1.65 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,765 CHF | 123,710 CHF | 98.93% | 98.93% |
| 06/05/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,913 CHF | 81,428 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,241 CHF | 122,991 CHF | 98.63% | 98.63% |
| 02/05/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,249 CHF | 110,999 CHF | 99.12% | 99.12% |
| 30/04/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,093 CHF | 110,843 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,168 CHF | 110,918 CHF | 100.00% | 100.00% |
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