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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 | 0.68% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 74,391 | 74,243 | 110,921 CHF | 111,447 CHF | 98.93% | 98.93% |
| 14/05/2024 | 0.73% | 1.45 CHF | 1.46 CHF | 75,000 | 75,000 | 74,042 | 74,042 | 102,904 CHF | 103,652 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,632 CHF | 107,382 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,808 CHF | 107,558 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,839 CHF | 101,589 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,128 CHF | 100,878 CHF | 96.44% | 96.44% |
| 06/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,232 CHF | 94,982 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,073 CHF | 87,823 CHF | 97.98% | 97.98% |
| 02/05/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,272 CHF | 85,022 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,641 CHF | 88,391 CHF | 100.00% | 100.00% |
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