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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 | 0.59% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 74,292 | 74,243 | 127,027 CHF | 127,690 CHF | 98.93% | 98.93% |
| 14/05/2024 | 0.64% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 74,042 | 74,042 | 119,192 CHF | 119,942 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,132 CHF | 123,882 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,308 CHF | 124,058 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,255 CHF | 118,005 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 116,539 CHF | 117,289 CHF | 97.15% | 97.15% |
| 06/05/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,629 CHF | 111,379 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,497 CHF | 104,247 CHF | 98.63% | 98.63% |
| 02/05/2024 | 0.74% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,734 CHF | 101,484 CHF | 98.75% | 98.75% |
| 30/04/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,083 CHF | 104,833 CHF | 100.00% | 100.00% |
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