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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/05/2024 | 1.36% | 1.52 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,247 CHF | 75,261 CHF | 99.89% | 99.89% |
| 16/05/2024 | 1.47% | 1.43 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,298 CHF | 72,350 CHF | 98.01% | 98.01% |
| 15/05/2024 | 1.48% | 1.44 CHF | 1.46 CHF | 50,000 | 50,000 | 49,901 | 49,753 | 68,607 CHF | 69,416 CHF | 97.04% | 97.04% |
| 14/05/2024 | 1.51% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,593 CHF | 68,624 CHF | 99.97% | 99.97% |
| 13/05/2024 | 1.44% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,425 CHF | 71,448 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.46% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,816 CHF | 69,827 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.48% | 1.37 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,674 CHF | 70,715 CHF | 98.86% | 98.86% |
| 07/05/2024 | 1.55% | 1.37 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,256 CHF | 65,256 CHF | 97.06% | 97.06% |
| 06/05/2024 | 1.57% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,114 CHF | 64,114 CHF | 99.38% | 99.38% |
| 03/05/2024 | 1.57% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,830 CHF | 63,825 CHF | 97.47% | 97.47% |
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