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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 | 0.90% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,781 CHF | 83,531 CHF | 98.70% | 98.70% |
| 15/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 74,490 | 74,243 | 84,133 CHF | 84,603 CHF | 98.94% | 98.94% |
| 14/05/2024 | 0.96% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 72,041 | 72,041 | 80,302 CHF | 81,052 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,426 CHF | 87,176 CHF | 99.19% | 99.19% |
| 10/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,387 CHF | 84,137 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,927 CHF | 79,677 CHF | 99.38% | 99.38% |
| 07/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,844 CHF | 78,594 CHF | 97.13% | 97.13% |
| 06/05/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,980 CHF | 78,730 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,003 CHF | 76,753 CHF | 98.63% | 98.63% |
| 02/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,542 CHF | 75,292 CHF | 99.13% | 99.13% |
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