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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 | 0.98% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 48,184 | 48,184 | 52,478 CHF | 52,978 CHF | 99.35% | 99.35% |
| 13/05/2024 | 1.81% | 1.08 CHF | 1.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,380 CHF | 27,880 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.92% | 1.02 CHF | 1.04 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 38,710 CHF | 39,460 CHF | 98.77% | 98.77% |
| 08/05/2024 | 2.43% | 0.92 CHF | 0.94 CHF | 25,000 | 25,000 | 25,869 | 25,747 | 23,942 CHF | 24,399 CHF | 98.88% | 98.88% |
| 07/05/2024 | 1.22% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,181 CHF | 79,145 CHF | 97.55% | 97.55% |
| 06/05/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 51,101 | 50,000 | 52,395 CHF | 51,804 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,593 CHF | 78,343 CHF | 98.64% | 98.64% |
| 02/05/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,763 CHF | 66,513 CHF | 99.13% | 99.13% |
| 30/04/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,500 CHF | 66,250 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,459 CHF | 66,209 CHF | 100.00% | 100.00% |
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