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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 | 1.15% | 0.88 CHF | 0.89 CHF | 50,000 | 50,000 | 49,971 | 49,971 | 43,370 CHF | 43,870 CHF | 99.98% | 99.98% |
| 13/05/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,798 CHF | 50,298 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,702 CHF | 51,202 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,843 CHF | 44,343 CHF | 99.09% | 99.09% |
| 07/05/2024 | 1.27% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 53,594 | 53,594 | 42,123 CHF | 42,659 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 43,975 CHF | 44,575 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 41,172 CHF | 41,772 CHF | 99.99% | 99.99% |
| 02/05/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 40,646 CHF | 41,246 CHF | 99.99% | 99.99% |
| 30/04/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 42,480 CHF | 43,080 CHF | 99.99% | 99.99% |
| 29/04/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 43,693 CHF | 44,293 CHF | 100.00% | 100.00% |
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