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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 | 0.72% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 48,184 | 48,184 | 73,182 CHF | 73,697 CHF | 99.34% | 99.34% |
| 13/05/2024 | 1.39% | 1.51 CHF | 1.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,098 CHF | 38,630 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.48% | 1.45 CHF | 1.47 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 54,769 CHF | 55,585 CHF | 98.77% | 98.77% |
| 08/05/2024 | 1.45% | 1.35 CHF | 1.37 CHF | 25,000 | 25,000 | 25,747 | 25,747 | 34,893 CHF | 35,393 CHF | 98.88% | 98.88% |
| 07/05/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,431 CHF | 111,181 CHF | 97.55% | 97.55% |
| 06/05/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,601 CHF | 73,101 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,603 CHF | 110,353 CHF | 98.64% | 98.64% |
| 02/05/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,803 CHF | 98,553 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,559 CHF | 98,309 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,528 CHF | 98,278 CHF | 100.00% | 100.00% |
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