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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,405 CHF | 87,155 CHF | 99.37% | 99.37% |
| 14/05/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,613 CHF | 85,363 CHF | 92.27% | 92.27% |
| 13/05/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,874 CHF | 85,624 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,931 CHF | 86,681 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,302 CHF | 78,052 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.06% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,394 CHF | 71,144 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,884 CHF | 65,634 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,422 CHF | 61,172 CHF | 97.87% | 97.87% |
| 02/05/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,384 CHF | 59,134 CHF | 100.00% | 100.00% |
| 30/04/2024 | 1.13% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,076 CHF | 66,826 CHF | 100.00% | 100.00% |
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