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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 | 0.74% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,321 CHF | 67,821 CHF | 99.30% | 99.30% |
| 15/05/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 49,796 | 49,489 | 64,066 CHF | 64,173 CHF | 98.93% | 98.93% |
| 14/05/2024 | 0.82% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 49,362 | 49,362 | 61,443 CHF | 61,943 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,422 CHF | 61,922 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,617 CHF | 61,117 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,368 CHF | 58,868 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,128 CHF | 56,628 CHF | 96.75% | 96.75% |
| 06/05/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 49,876 | 49,876 | 55,296 CHF | 55,796 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.63% | 1.08 CHF | 1.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,305 CHF | 26,736 CHF | 98.64% | 98.64% |
| 02/05/2024 | 1.94% | 1.00 CHF | 1.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,592 CHF | 26,092 CHF | 99.13% | 99.13% |
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