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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/05/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,824 CHF | 78,574 CHF | 99.19% | 99.19% |
| 10/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,185 CHF | 81,935 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,828 CHF | 86,578 CHF | 99.38% | 99.38% |
| 07/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,978 CHF | 87,728 CHF | 98.30% | 98.30% |
| 06/05/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,970 CHF | 87,720 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,230 CHF | 89,980 CHF | 98.63% | 98.63% |
| 02/05/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,803 CHF | 91,553 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,766 CHF | 80,516 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,821 CHF | 77,571 CHF | 100.00% | 100.00% |
| 26/04/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,108 CHF | 80,858 CHF | 99.60% | 99.60% |
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