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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 | 0.51% | 1.95 CHF | 1.96 CHF | 58,000 | 58,000 | 57,995 | 57,995 | 112,563 CHF | 113,143 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 58,000 | 58,000 | 57,023 | 57,023 | 116,373 CHF | 116,943 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 56,000 | 56,000 | 56,400 | 56,400 | 115,825 CHF | 116,389 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 113,091 CHF | 113,671 CHF | 99.09% | 99.09% |
| 07/05/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 58,000 | 58,000 | 58,696 | 58,696 | 110,135 CHF | 110,722 CHF | 99.94% | 99.94% |
| 06/05/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 109,708 CHF | 110,308 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 107,112 CHF | 107,712 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 106,164 CHF | 106,764 CHF | 99.99% | 99.99% |
| 30/04/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 60,000 | 60,000 | 59,963 | 59,963 | 107,258 CHF | 107,858 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 108,005 CHF | 108,605 CHF | 100.00% | 100.00% |
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