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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 | 0.60% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,444 CHF | 83,944 CHF | 97.32% | 97.32% |
| 13/05/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,306 CHF | 77,806 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,724 CHF | 78,224 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,567 CHF | 78,067 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,850 CHF | 75,350 CHF | 99.98% | 99.98% |
| 06/05/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 73,385 CHF | 73,885 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.11% | 1.39 CHF | 1.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,943 CHF | 35,334 CHF | 98.63% | 98.63% |
| 02/05/2024 | 1.13% | 1.43 CHF | 1.44 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 51,960 CHF | 52,549 CHF | 98.64% | 98.64% |
| 30/04/2024 | 1.07% | 1.30 CHF | 1.31 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 54,819 CHF | 55,400 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,341 CHF | 100,091 CHF | 99.98% | 99.98% |
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