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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 | 1.00% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 445,674 CHF | 150,058 CHF | 99.25% | 99.25% |
| 14/05/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 439,498 CHF | 147,999 CHF | 99.19% | 99.19% |
| 13/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 461,263 CHF | 155,254 CHF | 95.23% | 95.23% |
| 10/05/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,391 CHF | 152,630 CHF | 98.88% | 98.88% |
| 08/05/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 395,747 CHF | 133,416 CHF | 99.10% | 99.10% |
| 07/05/2024 | 1.25% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,038 CHF | 120,846 CHF | 99.08% | 99.08% |
| 06/05/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 364,435 CHF | 122,978 CHF | 99.06% | 99.06% |
| 03/05/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 340,418 CHF | 114,973 CHF | 97.34% | 97.34% |
| 02/05/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 329,629 CHF | 111,376 CHF | 98.81% | 98.81% |
| 30/04/2024 | 1.25% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 357,120 CHF | 120,540 CHF | 99.14% | 99.14% |
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