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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 16/05/2024 | 1.25% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,893 CHF | 59,633 CHF | 99.25% | 99.25% |
| 15/05/2024 | 1.23% | 1.23 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 49,446 | 60,830 CHF | 60,901 CHF | 98.75% | 98.75% |
| 14/05/2024 | 1.03% | 1.25 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,836 CHF | 63,485 CHF | 99.99% | 99.99% |
| 13/05/2024 | 1.24% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,679 CHF | 58,397 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.39% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,381 CHF | 56,156 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.06% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,747 CHF | 57,352 CHF | 95.09% | 95.09% |
| 07/05/2024 | 1.02% | 1.19 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,253 CHF | 58,850 CHF | 96.43% | 96.43% |
| 06/05/2024 | 1.29% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,667 CHF | 58,414 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.06% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,808 CHF | 60,442 CHF | 97.93% | 97.93% |
| 02/05/2024 | 1.20% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,227 CHF | 61,968 CHF | 99.36% | 99.36% |
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