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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 | 1.24% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,246 CHF | 66,058 CHF | 98.70% | 98.70% |
| 15/05/2024 | 1.22% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 74,681 | 74,208 | 62,811 CHF | 63,161 CHF | 94.94% | 94.94% |
| 14/05/2024 | 2.77% | 0.70 CHF | 0.72 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 27,447 CHF | 28,216 CHF | 96.89% | 96.89% |
| 13/05/2024 | 1.32% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,266 CHF | 61,065 CHF | 95.94% | 95.94% |
| 10/05/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,702 CHF | 66,487 CHF | 80.90% | 80.90% |
| 08/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,563 CHF | 64,338 CHF | 58.66% | 58.66% |
| 07/05/2024 | 1.41% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 71,635 | 71,635 | 57,356 CHF | 58,142 CHF | 98.23% | 98.23% |
| 06/05/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,607 CHF | 61,377 CHF | 97.26% | 97.26% |
| 03/05/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,551 CHF | 61,318 CHF | 95.85% | 95.85% |
| 02/05/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,069 CHF | 59,832 CHF | 99.13% | 99.13% |
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