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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 | 0.90% | 1.63 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,281 CHF | 122,376 CHF | 98.70% | 98.70% |
| 15/05/2024 | 0.87% | 1.63 CHF | 1.64 CHF | 75,000 | 75,000 | 74,491 | 74,491 | 119,276 CHF | 120,317 CHF | 98.94% | 98.94% |
| 14/05/2024 | 0.89% | 1.58 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 116,593 CHF | 117,641 CHF | 99.32% | 99.32% |
| 13/05/2024 | 0.80% | 1.51 CHF | 1.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,732 CHF | 118,676 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.89% | 1.54 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,184 CHF | 114,198 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.94% | 1.42 CHF | 1.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,081 CHF | 106,074 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.95% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,898 CHF | 110,946 CHF | 98.92% | 98.92% |
| 06/05/2024 | 0.93% | 1.41 CHF | 1.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,028 CHF | 105,000 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.76% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,663 CHF | 137,702 CHF | 93.74% | 93.74% |
| 02/05/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,676 CHF | 126,676 CHF | 98.56% | 98.56% |
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