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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 | 1.35% | 1.80 CHF | 1.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,947 CHF | 131,716 CHF | 99.68% | 99.68% |
| 13/05/2024 | 1.30% | 1.73 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,165 CHF | 132,879 CHF | 99.16% | 99.16% |
| 10/05/2024 | 1.46% | 1.65 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,936 CHF | 119,666 CHF | 97.73% | 97.73% |
| 08/05/2024 | 1.53% | 1.49 CHF | 1.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,994 CHF | 115,746 CHF | 96.78% | 96.78% |
| 07/05/2024 | 1.78% | 1.70 CHF | 1.72 CHF | 75,000 | 75,000 | 41,125 | 41,125 | 71,547 CHF | 72,797 CHF | 91.51% | 91.51% |
| 06/05/2024 | 2.22% | 1.05 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,644 CHF | 77,344 CHF | 98.68% | 98.68% |
| 03/05/2024 | 1.31% | 0.94 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,052 CHF | 69,964 CHF | 97.82% | 97.82% |
| 02/05/2024 | 1.34% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,214 CHF | 67,109 CHF | 85.78% | 85.78% |
| 30/04/2024 | 1.36% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,776 CHF | 70,730 CHF | 100.00% | 100.00% |
| 29/04/2024 | 2.19% | 1.01 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,895 CHF | 79,621 CHF | 85.85% | 85.85% |
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