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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 16/05/2024 | 0.96% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,810 CHF | 60,385 CHF | 97.72% | 97.72% |
| 15/05/2024 | 1.05% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 49,760 | 60,265 CHF | 60,603 CHF | 98.90% | 98.90% |
| 14/05/2024 | 1.33% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,343 CHF | 60,138 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.14% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,636 CHF | 59,308 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.91% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,057 CHF | 60,607 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.87% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,905 CHF | 60,429 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.91% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,139 CHF | 59,679 CHF | 96.43% | 96.43% |
| 06/05/2024 | 1.02% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,676 CHF | 59,277 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.10% | 1.19 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,375 CHF | 60,030 CHF | 97.94% | 97.94% |
| 02/05/2024 | 0.92% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,563 CHF | 59,104 CHF | 99.40% | 99.40% |
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