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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/05/2024 | 2.12% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 66,460 | 48,033 | 52,554 CHF | 38,792 CHF | 99.99% | 99.99% |
| 13/05/2024 | 2.53% | 0.80 CHF | 0.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,515 CHF | 20,015 CHF | 100.00% | 100.00% |
| 10/05/2024 | 2.35% | 0.85 CHF | 0.87 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 31,588 CHF | 32,338 CHF | 98.77% | 98.77% |
| 08/05/2024 | 2.05% | 0.96 CHF | 0.98 CHF | 25,000 | 25,000 | 26,045 | 25,747 | 24,731 CHF | 24,966 CHF | 98.88% | 98.88% |
| 07/05/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,221 CHF | 63,971 CHF | 98.60% | 98.60% |
| 06/05/2024 | 1.34% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,704 CHF | 43,670 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,940 CHF | 64,690 CHF | 98.63% | 98.63% |
| 02/05/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,751 CHF | 76,501 CHF | 99.12% | 99.12% |
| 30/04/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,070 CHF | 76,820 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,292 CHF | 77,042 CHF | 100.00% | 100.00% |
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