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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 | 0.56% | 1.77 CHF | 1.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,325 CHF | 134,075 CHF | 99.88% | 99.88% |
| 15/05/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,781 CHF | 130,531 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 128,510 CHF | 129,260 CHF | 99.79% | 99.79% |
| 13/05/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,282 CHF | 126,032 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,761 CHF | 123,511 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,746 CHF | 120,496 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,097 CHF | 118,847 CHF | 99.84% | 99.84% |
| 06/05/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,316 CHF | 111,066 CHF | 99.83% | 99.83% |
| 03/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,316 CHF | 107,066 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,121 CHF | 99,871 CHF | 100.00% | 100.00% |
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