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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 | 0.45% | 2.23 CHF | 2.24 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 268,915 CHF | 270,115 CHF | 97.63% | 97.63% |
| 10/05/2024 | 0.41% | 2.28 CHF | 2.29 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 291,126 CHF | 292,326 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 227,639 CHF | 228,839 CHF | 99.29% | 99.29% |
| 07/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 230,416 CHF | 231,616 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 243,162 CHF | 244,462 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.61% | 1.57 CHF | 1.58 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 211,320 CHF | 212,620 CHF | 98.71% | 98.71% |
| 02/05/2024 | 0.63% | 1.68 CHF | 1.69 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 206,631 CHF | 207,931 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.59% | 1.62 CHF | 1.63 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 201,579 CHF | 202,779 CHF | 99.99% | 99.99% |
| 29/04/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 120,000 | 120,000 | 119,973 | 119,973 | 235,759 CHF | 236,959 CHF | 100.00% | 100.00% |
| 26/04/2024 | 0.48% | 1.96 CHF | 1.97 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 251,371 CHF | 252,571 CHF | 99.51% | 99.51% |
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