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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 | 0.77% | 1.30 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,031 CHF | 97,781 CHF | 98.70% | 98.70% |
| 15/05/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 74,734 | 74,734 | 98,846 CHF | 99,593 CHF | 97.97% | 97.97% |
| 14/05/2024 | 0.82% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 72,039 | 72,039 | 94,189 CHF | 94,939 CHF | 99.93% | 99.93% |
| 13/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,937 CHF | 101,687 CHF | 99.19% | 99.19% |
| 10/05/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,876 CHF | 98,626 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,290 CHF | 94,040 CHF | 99.37% | 99.37% |
| 07/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,195 CHF | 92,945 CHF | 98.30% | 98.30% |
| 06/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,290 CHF | 93,040 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,393 CHF | 91,143 CHF | 98.63% | 98.63% |
| 02/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,910 CHF | 89,660 CHF | 99.13% | 99.13% |
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