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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 | 0.75% | 3.22 CHF | 3.25 CHF | 75,000 | 75,000 | 74,260 | 74,260 | 236,555 CHF | 238,332 CHF | 98.09% | 98.09% |
| 14/05/2024 | 0.77% | 3.12 CHF | 3.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 228,825 CHF | 230,588 CHF | 99.64% | 99.64% |
| 13/05/2024 | 0.76% | 3.05 CHF | 3.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 229,898 CHF | 231,661 CHF | 99.26% | 99.26% |
| 10/05/2024 | 0.80% | 2.96 CHF | 2.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 216,556 CHF | 218,301 CHF | 97.73% | 97.73% |
| 08/05/2024 | 0.83% | 2.80 CHF | 2.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 212,191 CHF | 213,953 CHF | 96.78% | 96.78% |
| 07/05/2024 | 0.98% | 3.01 CHF | 3.04 CHF | 75,000 | 75,000 | 41,125 | 41,125 | 125,516 CHF | 126,733 CHF | 91.51% | 91.51% |
| 06/05/2024 | 0.94% | 2.33 CHF | 2.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 171,304 CHF | 172,918 CHF | 98.68% | 98.68% |
| 03/05/2024 | 1.03% | 2.21 CHF | 2.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 163,523 CHF | 165,215 CHF | 97.98% | 97.98% |
| 02/05/2024 | 1.02% | 2.11 CHF | 2.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 160,056 CHF | 161,701 CHF | 85.86% | 85.86% |
| 30/04/2024 | 1.04% | 2.12 CHF | 2.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 163,831 CHF | 165,546 CHF | 100.00% | 100.00% |
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