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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 23/05/2024 | 0.49% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,096 CHF | 102,596 CHF | 99.67% | 99.67% |
| 22/05/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,678 CHF | 107,178 CHF | 98.60% | 98.60% |
| 21/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,396 CHF | 114,896 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,291 CHF | 101,791 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,430 CHF | 98,930 CHF | 99.84% | 99.84% |
| 15/05/2024 | 0.49% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,522 CHF | 103,022 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.44% | 2.20 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 49,997 | 113,672 CHF | 114,165 CHF | 99.00% | 99.00% |
| 13/05/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,737 CHF | 127,237 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,796 CHF | 127,296 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 49,997 | 128,774 CHF | 129,267 CHF | 100.00% | 100.00% |
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