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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 | 0.87% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,195 CHF | 57,695 CHF | 99.77% | 99.77% |
| 15/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,629 CHF | 58,129 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,805 CHF | 57,305 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,084 CHF | 56,584 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,479 CHF | 57,979 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,382 CHF | 57,882 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,612 CHF | 57,112 CHF | 99.75% | 99.75% |
| 06/05/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,119 CHF | 56,619 CHF | 99.52% | 99.52% |
| 03/05/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,856 CHF | 57,356 CHF | 99.72% | 99.72% |
| 02/05/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,958 CHF | 56,458 CHF | 100.00% | 100.00% |
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