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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 | 0.47% | 2.15 CHF | 2.16 CHF | 40,000 | 40,000 | 39,506 | 39,506 | 84,652 CHF | 85,048 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 92,842 CHF | 93,242 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 93,734 CHF | 94,134 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 86,188 CHF | 86,588 CHF | 99.08% | 99.08% |
| 07/05/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 40,000 | 40,000 | 39,931 | 39,931 | 80,875 CHF | 81,275 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 77,697 CHF | 78,097 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.53% | 1.82 CHF | 1.83 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 74,728 CHF | 75,128 CHF | 99.98% | 99.98% |
| 02/05/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 73,863 CHF | 74,263 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 75,421 CHF | 75,821 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 76,402 CHF | 76,802 CHF | 100.00% | 100.00% |
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