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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 | 0.65% | 1.54 CHF | 1.55 CHF | 75,000 | 75,000 | 74,391 | 74,243 | 115,530 CHF | 116,047 CHF | 98.93% | 98.93% |
| 14/05/2024 | 0.70% | 1.52 CHF | 1.53 CHF | 75,000 | 75,000 | 74,051 | 74,051 | 107,656 CHF | 108,406 CHF | 99.97% | 99.97% |
| 13/05/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 111,381 CHF | 112,131 CHF | 99.76% | 99.76% |
| 10/05/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 111,529 CHF | 112,279 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,485 CHF | 106,235 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,765 CHF | 105,515 CHF | 98.67% | 98.67% |
| 06/05/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,865 CHF | 99,615 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,801 CHF | 92,551 CHF | 98.58% | 98.58% |
| 02/05/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,875 CHF | 89,625 CHF | 98.72% | 98.72% |
| 30/04/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,311 CHF | 93,061 CHF | 100.00% | 100.00% |
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