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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 | 1.09% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,310 CHF | 52,885 CHF | 97.72% | 97.72% |
| 15/05/2024 | 1.20% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 49,760 | 52,766 CHF | 53,140 CHF | 98.90% | 98.90% |
| 14/05/2024 | 1.24% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,990 CHF | 52,638 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.36% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,160 CHF | 51,860 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.10% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,557 CHF | 53,136 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.99% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,410 CHF | 52,929 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,678 CHF | 52,179 CHF | 96.43% | 96.43% |
| 06/05/2024 | 1.17% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,234 CHF | 51,836 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.20% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,981 CHF | 52,606 CHF | 97.94% | 97.94% |
| 02/05/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,104 CHF | 51,625 CHF | 99.40% | 99.40% |
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