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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 | 0.84% | 1.25 CHF | 1.26 CHF | 500,000 | 500,000 | 499,910 | 499,910 | 596,491 CHF | 601,491 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 590,786 CHF | 595,786 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.91% | 1.15 CHF | 1.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 545,400 CHF | 550,400 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.79% | 1.19 CHF | 1.20 CHF | 500,000 | 500,000 | 499,912 | 499,912 | 633,341 CHF | 638,341 CHF | 99.63% | 99.63% |
| 07/05/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 500,000 | 500,000 | 499,714 | 499,714 | 597,622 CHF | 602,622 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 574,775 CHF | 579,773 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 568,415 CHF | 573,415 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.88% | 1.20 CHF | 1.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 565,068 CHF | 570,068 CHF | 100.00% | 100.00% |
| 30/04/2024 | 1.18% | 0.92 CHF | 0.93 CHF | 500,000 | 500,000 | 499,791 | 499,791 | 421,661 CHF | 426,661 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 500,000 | 500,000 | 499,828 | 499,909 | 393,159 CHF | 398,226 CHF | 100.00% | 100.00% |
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