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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 | 0.66% | 2.29 CHF | 2.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,655 CHF | 114,410 CHF | 99.32% | 99.32% |
| 15/05/2024 | 0.63% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 49,590 | 49,438 | 108,597 CHF | 108,938 CHF | 98.95% | 98.95% |
| 14/05/2024 | 1.23% | 2.04 CHF | 2.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,010 CHF | 49,618 CHF | 95.40% | 95.40% |
| 13/05/2024 | 0.81% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,350 CHF | 86,046 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.83% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,345 CHF | 86,054 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.85% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,477 CHF | 84,188 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.87% | 1.68 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,211 CHF | 81,923 CHF | 98.79% | 98.79% |
| 06/05/2024 | 0.85% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,856 CHF | 78,524 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.77% | 1.59 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,919 CHF | 80,541 CHF | 98.24% | 98.24% |
| 02/05/2024 | 0.80% | 1.51 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,623 CHF | 75,220 CHF | 98.81% | 98.81% |
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