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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/05/2024 | 1.24% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,061 CHF | 52,713 CHF | 100.00% | 100.00% |
| 16/05/2024 | 1.26% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,568 | 50,000 | 51,928 CHF | 52,019 CHF | 99.25% | 99.25% |
| 15/05/2024 | 1.50% | 0.97 CHF | 0.99 CHF | 60,000 | 50,000 | 55,239 | 49,446 | 54,521 CHF | 49,605 CHF | 98.75% | 98.75% |
| 14/05/2024 | 1.59% | 0.95 CHF | 0.97 CHF | 60,000 | 50,000 | 59,626 | 50,000 | 56,643 CHF | 48,275 CHF | 99.99% | 99.99% |
| 13/05/2024 | 1.48% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,603 CHF | 53,387 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.11% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,120 CHF | 55,734 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.05% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,553 | 50,000 | 54,244 CHF | 54,263 CHF | 98.86% | 98.86% |
| 07/05/2024 | 1.13% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,415 CHF | 53,014 CHF | 97.06% | 97.06% |
| 06/05/2024 | 1.46% | 1.09 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,957 CHF | 53,736 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.23% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 51,529 | 50,000 | 52,559 CHF | 51,693 CHF | 97.93% | 97.93% |
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