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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 | 1.04% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,783 CHF | 72,533 CHF | 98.70% | 98.70% |
| 15/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 74,694 | 74,245 | 73,399 CHF | 73,702 CHF | 98.94% | 98.94% |
| 14/05/2024 | 1.11% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 72,039 | 72,039 | 69,716 CHF | 70,466 CHF | 99.93% | 99.93% |
| 13/05/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,742 CHF | 76,492 CHF | 99.19% | 99.19% |
| 10/05/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,376 CHF | 73,126 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,029 CHF | 68,779 CHF | 99.37% | 99.37% |
| 07/05/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,881 CHF | 67,631 CHF | 98.30% | 98.30% |
| 06/05/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,920 CHF | 67,670 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,035 CHF | 65,785 CHF | 98.64% | 98.64% |
| 02/05/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,622 CHF | 64,372 CHF | 99.13% | 99.13% |
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