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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/05/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,875 CHF | 53,375 CHF | 99.47% | 99.47% |
| 28/05/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,809 CHF | 51,309 CHF | 99.77% | 99.77% |
| 27/05/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,439 CHF | 50,939 CHF | 99.31% | 99.31% |
| 24/05/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,438 CHF | 50,938 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,519 CHF | 52,019 CHF | 99.57% | 99.57% |
| 22/05/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,285 CHF | 50,785 CHF | 98.24% | 98.24% |
| 21/05/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,511 CHF | 51,011 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,047 CHF | 54,547 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,648 CHF | 54,148 CHF | 99.77% | 99.77% |
| 15/05/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,914 CHF | 51,414 CHF | 100.00% | 100.00% |
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