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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 | 2.28% | 1.34 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,611 CHF | 99,861 CHF | 99.05% | 99.05% |
| 13/05/2024 | 2.30% | 1.29 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,981 CHF | 98,219 CHF | 99.47% | 99.47% |
| 10/05/2024 | 2.41% | 1.26 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,261 CHF | 93,482 CHF | 100.00% | 100.00% |
| 08/05/2024 | 2.56% | 1.12 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,421 CHF | 86,607 CHF | 98.55% | 98.55% |
| 07/05/2024 | 2.76% | 1.06 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,242 CHF | 79,399 CHF | 98.92% | 98.92% |
| 06/05/2024 | 2.91% | 0.96 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,832 CHF | 76,009 CHF | 100.00% | 100.00% |
| 03/05/2024 | 2.91% | 0.95 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,995 CHF | 76,182 CHF | 98.64% | 98.64% |
| 02/05/2024 | 2.80% | 1.01 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,487 CHF | 78,656 CHF | 99.12% | 99.12% |
| 30/04/2024 | 2.81% | 1.03 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,301 CHF | 78,472 CHF | 100.00% | 100.00% |
| 29/04/2024 | 2.84% | 1.00 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,546 CHF | 78,750 CHF | 99.95% | 99.95% |
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