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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 | 0.63% | 1.57 CHF | 1.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,600 CHF | 119,350 CHF | 99.33% | 99.33% |
| 15/05/2024 | 0.66% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 74,489 | 74,489 | 113,266 CHF | 114,016 CHF | 98.94% | 98.94% |
| 14/05/2024 | 0.71% | 1.46 CHF | 1.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,587 CHF | 106,337 CHF | 99.53% | 99.53% |
| 13/05/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 107,230 CHF | 107,980 CHF | 99.37% | 99.37% |
| 10/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 107,464 CHF | 108,214 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,480 CHF | 107,230 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.13% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 61,311 | 61,311 | 82,576 CHF | 83,452 CHF | 98.92% | 98.92% |
| 06/05/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,703 CHF | 105,703 CHF | 99.38% | 99.38% |
| 03/05/2024 | 1.07% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,272 CHF | 94,272 CHF | 98.63% | 98.63% |
| 02/05/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,165 CHF | 84,165 CHF | 99.13% | 99.13% |
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