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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 | 0.26% | 3.95 CHF | 3.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 97,135 CHF | 97,385 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,870 CHF | 96,120 CHF | 92.24% | 92.24% |
| 13/05/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,878 CHF | 96,128 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 96,548 CHF | 96,798 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 90,132 CHF | 90,382 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.30% | 3.50 CHF | 3.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 84,566 CHF | 84,816 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,472 CHF | 80,722 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,277 CHF | 77,527 CHF | 97.00% | 97.00% |
| 02/05/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 25,000 | 25,000 | 28,360 | 28,360 | 86,241 CHF | 86,525 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.30% | 3.12 CHF | 3.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 81,910 CHF | 82,160 CHF | 100.00% | 100.00% |
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