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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 1.42% | 1.19 CHF | 1.22 CHF | 50,000 | 50,000 | 88,167 | 88,167 | 105,057 CHF | 106,456 CHF | 98.58% | 98.58% |
| 14/05/2024 | 1.38% | 1.16 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,691 CHF | 87,892 CHF | 92.95% | 92.95% |
| 13/05/2024 | 1.25% | 1.26 CHF | 1.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,997 CHF | 97,204 CHF | 95.75% | 95.75% |
| 10/05/2024 | 1.24% | 1.31 CHF | 1.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,434 CHF | 131,050 CHF | 99.52% | 99.52% |
| 08/05/2024 | 1.30% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,665 CHF | 117,171 CHF | 98.96% | 98.96% |
| 07/05/2024 | 1.28% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,697 CHF | 110,095 CHF | 95.68% | 95.68% |
| 06/05/2024 | 1.35% | 1.06 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,412 CHF | 104,822 CHF | 94.73% | 94.73% |
| 03/05/2024 | 1.46% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,031 CHF | 100,483 CHF | 95.68% | 95.68% |
| 02/05/2024 | 1.49% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,738 CHF | 100,218 CHF | 99.37% | 99.37% |
| 30/04/2024 | 1.50% | 0.99 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,900 CHF | 102,427 CHF | 99.68% | 99.68% |
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