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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 | 0.76% | 1.41 CHF | 1.42 CHF | 75,000 | 75,000 | 72,041 | 72,041 | 101,601 CHF | 102,351 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,742 CHF | 109,492 CHF | 99.19% | 99.19% |
| 10/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,376 CHF | 106,126 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,029 CHF | 101,779 CHF | 99.37% | 99.37% |
| 07/05/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,881 CHF | 100,631 CHF | 98.30% | 98.30% |
| 06/05/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,920 CHF | 100,669 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,035 CHF | 98,785 CHF | 98.63% | 98.63% |
| 02/05/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,622 CHF | 97,372 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 107,864 CHF | 108,614 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,961 CHF | 111,711 CHF | 100.00% | 100.00% |
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