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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 | 0.76% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 74,365 | 74,211 | 99,196 CHF | 99,737 CHF | 94.93% | 94.93% |
| 14/05/2024 | 0.83% | 1.30 CHF | 1.31 CHF | 75,000 | 75,000 | 74,046 | 74,046 | 91,360 CHF | 92,109 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,881 CHF | 95,631 CHF | 99.76% | 99.76% |
| 10/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,124 CHF | 95,874 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,058 CHF | 89,808 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,265 CHF | 89,015 CHF | 98.67% | 98.67% |
| 06/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,365 CHF | 83,115 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,354 CHF | 76,104 CHF | 98.63% | 98.63% |
| 02/05/2024 | 1.03% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,460 CHF | 73,210 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,900 CHF | 76,650 CHF | 100.00% | 100.00% |
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