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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 49,753 | 61,264 CHF | 61,457 CHF | 98.93% | 98.93% |
| 14/05/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 49,363 | 49,363 | 58,338 CHF | 58,838 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,300 CHF | 59,800 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,658 CHF | 60,158 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,220 CHF | 57,720 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,927 CHF | 58,427 CHF | 98.41% | 98.41% |
| 06/05/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,072 CHF | 55,572 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,375 CHF | 54,875 CHF | 98.63% | 98.63% |
| 02/05/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,436 CHF | 51,936 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,003 CHF | 53,503 CHF | 100.00% | 100.00% |
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