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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 | 0.70% | 1.43 CHF | 1.44 CHF | 75,000 | 75,000 | 74,391 | 74,243 | 106,969 CHF | 107,501 CHF | 98.93% | 98.93% |
| 14/05/2024 | 0.76% | 1.40 CHF | 1.41 CHF | 75,000 | 75,000 | 74,042 | 74,042 | 99,079 CHF | 99,829 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,748 CHF | 103,498 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,910 CHF | 103,660 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,860 CHF | 97,610 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,225 CHF | 96,975 CHF | 97.16% | 97.16% |
| 06/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,309 CHF | 91,059 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,154 CHF | 83,904 CHF | 98.26% | 98.26% |
| 02/05/2024 | 0.93% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,322 CHF | 81,072 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,767 CHF | 84,517 CHF | 100.00% | 100.00% |
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