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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 | 0.44% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,556 CHF | 113,056 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,356 CHF | 113,856 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,470 CHF | 111,970 CHF | 91.76% | 91.76% |
| 13/05/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,509 CHF | 112,009 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,806 CHF | 113,306 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,210 CHF | 102,710 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.54% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,008 CHF | 93,508 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,617 CHF | 87,117 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,842 CHF | 82,342 CHF | 96.98% | 96.98% |
| 02/05/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,318 CHF | 80,818 CHF | 100.00% | 100.00% |
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