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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 | 0.58% | 1.73 CHF | 1.74 CHF | 98,000 | 98,000 | 97,569 | 97,569 | 168,825 CHF | 169,801 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 163,763 CHF | 164,758 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 159,630 CHF | 160,633 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 102,000 | 102,000 | 101,547 | 101,547 | 157,606 CHF | 158,621 CHF | 98.83% | 98.83% |
| 07/05/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 98,000 | 98,000 | 99,083 | 99,083 | 166,239 CHF | 167,231 CHF | 97.92% | 97.92% |
| 06/05/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 166,766 CHF | 167,757 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 163,529 CHF | 164,525 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 162,998 CHF | 163,994 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.58% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 98,160 | 98,160 | 168,480 CHF | 169,462 CHF | 99.99% | 99.99% |
| 29/04/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 96,000 | 96,000 | 95,584 | 95,584 | 179,748 CHF | 180,704 CHF | 100.00% | 100.00% |
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