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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 | 0.73% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,671 CHF | 69,171 CHF | 99.29% | 99.29% |
| 15/05/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,003 CHF | 67,508 CHF | 97.95% | 97.95% |
| 14/05/2024 | 0.79% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 49,363 | 49,363 | 63,933 CHF | 64,433 CHF | 99.97% | 99.97% |
| 13/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,987 CHF | 65,487 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,347 CHF | 65,847 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,043 CHF | 63,543 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,681 CHF | 64,181 CHF | 96.44% | 96.44% |
| 06/05/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,831 CHF | 61,331 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,084 CHF | 60,584 CHF | 94.34% | 94.34% |
| 02/05/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,219 CHF | 57,719 CHF | 99.13% | 99.13% |
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