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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 | 1.06% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 48,033 | 48,033 | 55,759 CHF | 56,334 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.90% | 1.15 CHF | 1.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,176 CHF | 29,735 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.79% | 1.10 CHF | 1.12 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 41,537 CHF | 42,287 CHF | 98.77% | 98.77% |
| 08/05/2024 | 1.96% | 0.99 CHF | 1.01 CHF | 25,000 | 25,000 | 25,747 | 25,747 | 25,755 CHF | 26,255 CHF | 98.88% | 98.88% |
| 07/05/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,779 CHF | 84,529 CHF | 98.60% | 98.60% |
| 06/05/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,913 CHF | 55,428 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,060 CHF | 83,810 CHF | 98.63% | 98.63% |
| 02/05/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,282 CHF | 72,032 CHF | 99.12% | 99.12% |
| 30/04/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,093 CHF | 71,843 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,168 CHF | 71,918 CHF | 100.00% | 100.00% |
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