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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/05/2024 | 0.91% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 72,041 | 72,041 | 84,616 CHF | 85,366 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,926 CHF | 91,676 CHF | 99.19% | 99.19% |
| 10/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,887 CHF | 88,637 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,310 CHF | 84,060 CHF | 99.37% | 99.37% |
| 07/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,204 CHF | 82,954 CHF | 97.28% | 97.28% |
| 06/05/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,379 CHF | 83,129 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,330 CHF | 81,080 CHF | 98.63% | 98.63% |
| 02/05/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,917 CHF | 79,667 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,212 CHF | 90,962 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,248 CHF | 93,998 CHF | 100.00% | 100.00% |
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