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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 16/05/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,721 CHF | 128,471 CHF | 99.30% | 99.30% |
| 15/05/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 75,000 | 75,000 | 74,372 | 74,243 | 123,304 CHF | 123,834 CHF | 98.93% | 98.93% |
| 14/05/2024 | 0.66% | 1.62 CHF | 1.63 CHF | 75,000 | 75,000 | 74,042 | 74,042 | 115,368 CHF | 116,118 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,176 CHF | 119,926 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,410 CHF | 120,160 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,360 CHF | 114,110 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 112,581 CHF | 113,331 CHF | 97.70% | 97.70% |
| 06/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,663 CHF | 107,413 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,597 CHF | 100,347 CHF | 98.35% | 98.35% |
| 02/05/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,822 CHF | 97,572 CHF | 99.13% | 99.13% |
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