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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 10/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 66,731 CHF | 67,131 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 65,794 CHF | 66,194 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.64% | 1.65 CHF | 1.66 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 62,748 CHF | 63,148 CHF | 99.76% | 99.76% |
| 06/05/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 62,570 CHF | 62,970 CHF | 99.77% | 99.77% |
| 03/05/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 59,709 CHF | 60,109 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 58,824 CHF | 59,224 CHF | 99.99% | 99.99% |
| 30/04/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 58,515 CHF | 58,915 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 62,058 CHF | 62,458 CHF | 99.92% | 99.92% |
| 26/04/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 59,740 CHF | 60,140 CHF | 100.00% | 100.00% |
| 25/04/2024 | 0.65% | 1.49 CHF | 1.50 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 61,778 CHF | 62,178 CHF | 84.48% | 84.48% |
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