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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 | 1.27% | 0.77 CHF | 0.78 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 97,434 CHF | 98,684 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 97,618 CHF | 98,868 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 96,308 CHF | 97,558 CHF | 92.24% | 92.24% |
| 13/05/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 96,342 CHF | 97,592 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 97,023 CHF | 98,273 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 90,739 CHF | 91,989 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 85,116 CHF | 86,366 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 81,049 CHF | 82,299 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 77,795 CHF | 79,045 CHF | 97.87% | 97.87% |
| 02/05/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 125,000 | 125,000 | 128,360 | 128,360 | 78,695 CHF | 79,979 CHF | 100.00% | 100.00% |
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