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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 16/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,233 CHF | 93,983 CHF | 99.25% | 99.25% |
| 15/05/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,668 CHF | 85,418 CHF | 98.86% | 98.86% |
| 14/05/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,757 CHF | 82,507 CHF | 99.08% | 99.08% |
| 13/05/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,842 CHF | 88,592 CHF | 94.56% | 94.56% |
| 10/05/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,989 CHF | 91,739 CHF | 98.07% | 98.07% |
| 08/05/2024 | 1.16% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 257,069 CHF | 86,690 CHF | 96.88% | 96.88% |
| 07/05/2024 | 1.53% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 194,607 CHF | 65,869 CHF | 96.75% | 96.75% |
| 06/05/2024 | 1.76% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 169,541 CHF | 57,514 CHF | 98.88% | 98.88% |
| 03/05/2024 | 1.88% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 158,736 CHF | 53,912 CHF | 98.71% | 98.71% |
| 02/05/2024 | 1.61% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 185,490 CHF | 62,830 CHF | 99.29% | 99.29% |
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