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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 | 0.69% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,708 CHF | 73,208 CHF | 98.58% | 98.58% |
| 14/05/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,274 CHF | 70,774 CHF | 91.20% | 91.20% |
| 13/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,775 CHF | 71,275 CHF | 99.95% | 99.95% |
| 10/05/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,429 CHF | 72,929 CHF | 99.87% | 99.87% |
| 08/05/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,021 CHF | 60,521 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.99% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 62,139 | 62,139 | 62,277 CHF | 62,898 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,068 CHF | 65,818 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,504 CHF | 58,254 CHF | 97.00% | 97.00% |
| 02/05/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,528 CHF | 55,278 CHF | 100.00% | 100.00% |
| 30/04/2024 | 1.08% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 74,507 | 74,507 | 68,782 CHF | 69,527 CHF | 100.00% | 100.00% |
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