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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/05/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 51,673 CHF | 52,073 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 52,467 CHF | 52,867 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,728 CHF | 58,228 CHF | 99.08% | 99.08% |
| 07/05/2024 | 0.95% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 49,916 | 49,916 | 52,434 CHF | 52,934 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,369 CHF | 49,869 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,583 CHF | 47,083 CHF | 99.98% | 99.98% |
| 02/05/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,951 CHF | 46,451 CHF | 99.99% | 99.99% |
| 30/04/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,654 CHF | 48,154 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,790 CHF | 49,290 CHF | 100.00% | 100.00% |
| 26/04/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,459 CHF | 46,959 CHF | 99.58% | 99.58% |
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