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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 | 2.16% | 7.03 CHF | 7.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 343,754 CHF | 351,254 CHF | 86.97% | 86.97% |
| 15/05/2024 | 1.98% | 7.28 CHF | 7.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 374,942 CHF | 382,442 CHF | 99.96% | 99.96% |
| 14/05/2024 | 1.88% | 7.68 CHF | 7.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 394,843 CHF | 402,343 CHF | 99.98% | 99.98% |
| 13/05/2024 | 1.82% | 8.10 CHF | 8.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 409,211 CHF | 416,711 CHF | 99.95% | 99.95% |
| 10/05/2024 | 1.83% | 8.10 CHF | 8.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 405,390 CHF | 412,890 CHF | 94.52% | 94.52% |
| 08/05/2024 | 2.00% | 7.47 CHF | 7.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 371,763 CHF | 379,263 CHF | 99.99% | 99.99% |
| 07/05/2024 | 1.93% | 7.59 CHF | 7.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 385,325 CHF | 392,825 CHF | 93.95% | 93.95% |
| 06/05/2024 | 1.98% | 7.56 CHF | 7.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 375,981 CHF | 383,481 CHF | 100.00% | 100.00% |
| 03/05/2024 | 2.02% | 7.08 CHF | 7.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 367,872 CHF | 375,372 CHF | 99.73% | 99.73% |
| 02/05/2024 | 2.03% | 7.61 CHF | 7.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 365,648 CHF | 373,148 CHF | 99.83% | 99.83% |
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