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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 | 1.11% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,221 CHF | 104,376 CHF | 98.70% | 98.70% |
| 15/05/2024 | 1.07% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 74,491 | 74,491 | 101,352 CHF | 102,439 CHF | 98.94% | 98.94% |
| 14/05/2024 | 1.02% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,565 CHF | 99,579 CHF | 99.32% | 99.32% |
| 13/05/2024 | 1.04% | 1.27 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,637 CHF | 100,676 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.99% | 1.30 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,142 CHF | 96,089 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.14% | 1.18 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,082 CHF | 88,075 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.03% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,899 CHF | 92,847 CHF | 98.92% | 98.92% |
| 06/05/2024 | 1.10% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,970 CHF | 86,920 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,662 CHF | 113,694 CHF | 93.74% | 93.74% |
| 02/05/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,676 CHF | 102,676 CHF | 98.56% | 98.56% |
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