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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 | 1.42% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 49,436 | 55,657 CHF | 46,505 CHF | 98.95% | 98.95% |
| 14/05/2024 | 1.47% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,888 | 50,000 | 51,701 CHF | 43,097 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.41% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,449 CHF | 43,484 CHF | 99.37% | 99.37% |
| 10/05/2024 | 1.39% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,744 | 50,000 | 54,264 CHF | 38,922 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.67% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 70,303 | 50,000 | 51,971 CHF | 37,590 CHF | 100.00% | 100.00% |
| 07/05/2024 | 3.08% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 41,055 | 41,055 | 34,440 CHF | 35,462 CHF | 94.40% | 94.40% |
| 06/05/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 99,865 | 75,000 | 53,516 CHF | 40,944 CHF | 98.68% | 98.68% |
| 03/05/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 104,164 | 75,000 | 51,769 CHF | 38,047 CHF | 97.89% | 97.89% |
| 02/05/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 109,983 | 75,000 | 52,825 CHF | 36,773 CHF | 85.87% | 85.87% |
| 30/04/2024 | 1.98% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 103,224 | 75,000 | 51,639 CHF | 38,302 CHF | 100.00% | 100.00% |
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