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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% | 1.09 CHF | 1.10 CHF | 350,000 | 350,000 | 153,059 | 153,059 | 159,136 CHF | 160,672 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.06% | 0.99 CHF | 1.00 CHF | 360,000 | 360,000 | 159,323 | 159,323 | 153,130 CHF | 154,728 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 360,000 | 360,000 | 156,719 | 156,719 | 155,010 CHF | 156,579 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 365,000 | 365,000 | 156,143 | 156,143 | 158,162 CHF | 159,726 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 360,000 | 360,000 | 153,363 | 153,363 | 157,250 CHF | 158,786 CHF | 98.99% | 98.99% |
| 07/05/2024 | 0.97% | 1.07 CHF | 1.08 CHF | 350,000 | 350,000 | 152,859 | 152,859 | 160,546 CHF | 162,079 CHF | 99.67% | 99.67% |
| 06/05/2024 | 1.00% | 1.05 CHF | 1.06 CHF | 355,000 | 355,000 | 152,969 | 152,969 | 156,925 CHF | 158,457 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 375,000 | 375,000 | 163,101 | 163,101 | 147,462 CHF | 149,095 CHF | 99.95% | 99.95% |
| 02/05/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 380,000 | 380,000 | 162,357 | 162,357 | 139,753 CHF | 141,380 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 340,000 | 340,000 | 147,183 | 147,183 | 170,537 CHF | 172,012 CHF | 99.99% | 99.99% |
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