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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 | 0.60% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,935 CHF | 125,685 CHF | 99.33% | 99.33% |
| 15/05/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 74,488 | 74,488 | 119,557 CHF | 120,305 CHF | 98.94% | 98.94% |
| 14/05/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 111,834 CHF | 112,584 CHF | 99.53% | 99.53% |
| 13/05/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,523 CHF | 114,273 CHF | 99.38% | 99.38% |
| 10/05/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,772 CHF | 114,522 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 112,772 CHF | 113,522 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.14% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 61,311 | 61,311 | 87,662 CHF | 88,590 CHF | 98.93% | 98.93% |
| 06/05/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,086 CHF | 114,086 CHF | 99.38% | 99.38% |
| 03/05/2024 | 0.98% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,589 CHF | 102,589 CHF | 98.60% | 98.60% |
| 02/05/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,560 CHF | 92,560 CHF | 99.12% | 99.12% |
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