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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 | 1.97% | 1.24 CHF | 1.27 CHF | 75,000 | 75,000 | 74,497 | 74,260 | 90,062 CHF | 91,545 CHF | 98.09% | 98.09% |
| 14/05/2024 | 2.17% | 1.15 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,478 CHF | 83,264 CHF | 100.00% | 100.00% |
| 13/05/2024 | 2.15% | 1.09 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,785 CHF | 84,588 CHF | 99.36% | 99.36% |
| 10/05/2024 | 2.43% | 1.01 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,492 CHF | 72,222 CHF | 100.00% | 100.00% |
| 08/05/2024 | 2.31% | 0.86 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,764 CHF | 68,330 CHF | 96.78% | 96.78% |
| 07/05/2024 | 2.80% | 1.07 CHF | 1.09 CHF | 75,000 | 75,000 | 41,251 | 41,251 | 45,453 CHF | 46,714 CHF | 88.43% | 88.43% |
| 06/05/2024 | 2.54% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 108,079 | 75,000 | 52,307 CHF | 37,297 CHF | 98.68% | 98.68% |
| 03/05/2024 | 2.87% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 122,796 | 75,000 | 51,744 CHF | 32,543 CHF | 96.45% | 96.45% |
| 02/05/2024 | 3.01% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 130,433 | 75,000 | 51,842 CHF | 30,746 CHF | 85.86% | 85.86% |
| 30/04/2024 | 2.75% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 120,677 | 75,000 | 52,410 CHF | 33,525 CHF | 98.92% | 98.92% |
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