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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 | 0.88% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,261 CHF | 71,893 CHF | 99.25% | 99.25% |
| 15/05/2024 | 0.96% | 1.48 CHF | 1.50 CHF | 50,000 | 50,000 | 49,798 | 49,447 | 72,907 CHF | 73,094 CHF | 98.90% | 98.90% |
| 14/05/2024 | 1.02% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,069 CHF | 75,836 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.80% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,113 CHF | 70,679 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.90% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,767 CHF | 68,381 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.93% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,309 CHF | 67,939 CHF | 23.67% | 23.67% |
| 07/05/2024 | 0.94% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,585 CHF | 71,253 CHF | 96.70% | 96.70% |
| 06/05/2024 | 0.89% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,043 CHF | 70,667 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.84% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,197 CHF | 72,808 CHF | 97.92% | 97.92% |
| 02/05/2024 | 0.80% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,634 CHF | 74,227 CHF | 99.36% | 99.36% |
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