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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 | 2.15% | 0.94 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,923 CHF | 70,423 CHF | 99.05% | 99.05% |
| 13/05/2024 | 2.17% | 0.91 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,687 CHF | 69,175 CHF | 99.47% | 99.47% |
| 10/05/2024 | 2.23% | 0.89 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,314 CHF | 65,763 CHF | 100.00% | 100.00% |
| 08/05/2024 | 2.38% | 0.79 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,666 CHF | 61,105 CHF | 98.61% | 98.61% |
| 07/05/2024 | 2.48% | 0.75 CHF | 0.77 CHF | 75,000 | 75,000 | 75,727 | 75,000 | 55,535 CHF | 56,408 CHF | 98.92% | 98.92% |
| 06/05/2024 | 2.58% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 78,570 | 75,000 | 55,451 CHF | 54,337 CHF | 100.00% | 100.00% |
| 03/05/2024 | 2.62% | 0.68 CHF | 0.70 CHF | 80,000 | 75,000 | 79,005 | 75,000 | 55,911 CHF | 54,499 CHF | 98.64% | 98.64% |
| 02/05/2024 | 2.58% | 0.72 CHF | 0.74 CHF | 75,000 | 75,000 | 75,877 | 75,000 | 55,271 CHF | 56,078 CHF | 99.13% | 99.13% |
| 30/04/2024 | 2.56% | 0.74 CHF | 0.76 CHF | 75,000 | 75,000 | 75,344 | 75,000 | 54,838 CHF | 56,011 CHF | 100.00% | 100.00% |
| 29/04/2024 | 2.61% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,307 | 75,000 | 55,329 CHF | 56,567 CHF | 100.00% | 100.00% |
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