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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 | 0.54% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,844 CHF | 93,344 CHF | 97.32% | 97.32% |
| 13/05/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,706 CHF | 87,206 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,123 CHF | 87,623 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,983 CHF | 87,483 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,271 CHF | 84,771 CHF | 99.98% | 99.98% |
| 06/05/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 82,756 CHF | 83,256 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.00% | 1.58 CHF | 1.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,634 CHF | 40,031 CHF | 98.02% | 98.02% |
| 02/05/2024 | 0.93% | 1.62 CHF | 1.63 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 59,015 CHF | 59,564 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.96% | 1.48 CHF | 1.50 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 61,847 CHF | 62,435 CHF | 99.92% | 99.92% |
| 29/04/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,428 CHF | 114,178 CHF | 100.00% | 100.00% |
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