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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 | 0.88% | 1.12 CHF | 1.13 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 141,616 CHF | 142,866 CHF | 99.15% | 99.15% |
| 14/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 140,130 CHF | 141,380 CHF | 98.91% | 98.91% |
| 13/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 146,560 CHF | 147,810 CHF | 99.17% | 99.17% |
| 10/05/2024 | 0.87% | 1.19 CHF | 1.20 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 142,757 CHF | 144,007 CHF | 96.46% | 96.46% |
| 08/05/2024 | 0.82% | 1.13 CHF | 1.14 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 152,913 CHF | 154,163 CHF | 99.17% | 99.17% |
| 07/05/2024 | 0.76% | 1.23 CHF | 1.24 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 163,307 CHF | 164,557 CHF | 98.97% | 98.97% |
| 06/05/2024 | 0.70% | 1.35 CHF | 1.36 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 179,303 CHF | 180,553 CHF | 98.99% | 98.99% |
| 03/05/2024 | 0.64% | 1.50 CHF | 1.51 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 195,754 CHF | 197,004 CHF | 99.02% | 99.02% |
| 02/05/2024 | 0.59% | 1.62 CHF | 1.63 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 210,297 CHF | 211,547 CHF | 98.85% | 98.85% |
| 30/04/2024 | 0.60% | 1.72 CHF | 1.73 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 207,613 CHF | 208,863 CHF | 99.08% | 99.08% |
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