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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 | 1.79% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,624 CHF | 61,720 CHF | 98.70% | 98.70% |
| 15/05/2024 | 1.69% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 74,898 | 74,491 | 61,773 CHF | 62,481 CHF | 98.94% | 98.94% |
| 14/05/2024 | 1.50% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,421 CHF | 66,407 CHF | 99.32% | 99.32% |
| 13/05/2024 | 1.61% | 0.91 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,357 CHF | 65,401 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.39% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,066 CHF | 70,033 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.22% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,305 CHF | 78,250 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.35% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,529 CHF | 73,513 CHF | 98.92% | 98.92% |
| 06/05/2024 | 1.27% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,433 CHF | 79,434 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.97% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,883 CHF | 107,924 CHF | 93.75% | 93.75% |
| 02/05/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,826 CHF | 118,826 CHF | 99.13% | 99.13% |
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