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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 | 0.62% | 1.66 CHF | 1.67 CHF | 500,000 | 500,000 | 499,914 | 499,914 | 799,666 CHF | 804,666 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 793,714 CHF | 798,714 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 748,663 CHF | 753,663 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.60% | 1.59 CHF | 1.60 CHF | 500,000 | 500,000 | 499,914 | 499,914 | 836,810 CHF | 841,810 CHF | 99.63% | 99.63% |
| 07/05/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 500,000 | 500,000 | 499,709 | 499,709 | 800,697 CHF | 805,697 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 776,789 CHF | 781,787 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 771,277 CHF | 776,277 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.65% | 1.61 CHF | 1.62 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 769,622 CHF | 774,622 CHF | 99.99% | 99.99% |
| 30/04/2024 | 0.80% | 1.33 CHF | 1.34 CHF | 500,000 | 500,000 | 499,790 | 499,790 | 626,216 CHF | 631,216 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 500,000 | 500,000 | 499,915 | 499,915 | 596,884 CHF | 601,884 CHF | 100.00% | 100.00% |
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