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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 | 1.35% | 1.47 CHF | 1.49 CHF | 75,000 | 75,000 | 74,487 | 74,487 | 108,400 CHF | 109,868 CHF | 93.33% | 93.33% |
| 13/05/2024 | 1.18% | 1.41 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 107,008 CHF | 108,278 CHF | 90.10% | 90.10% |
| 10/05/2024 | 1.30% | 1.44 CHF | 1.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,210 CHF | 109,630 CHF | 91.95% | 91.95% |
| 08/05/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,864 CHF | 101,614 CHF | 98.66% | 98.66% |
| 07/05/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,282 CHF | 100,032 CHF | 98.18% | 98.18% |
| 06/05/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,039 CHF | 100,789 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,239 CHF | 97,989 CHF | 98.52% | 98.52% |
| 02/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,472 CHF | 91,222 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.81% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,739 CHF | 92,489 CHF | 99.76% | 99.76% |
| 29/04/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,208 CHF | 95,958 CHF | 99.54% | 99.54% |
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