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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/05/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,944 CHF | 68,444 CHF | 97.32% | 97.32% |
| 13/05/2024 | 0.81% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,806 CHF | 62,306 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,253 CHF | 62,753 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,095 CHF | 62,595 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,389 CHF | 59,889 CHF | 99.98% | 99.98% |
| 06/05/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 57,952 CHF | 58,452 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.43% | 1.08 CHF | 1.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,207 CHF | 27,600 CHF | 97.93% | 97.93% |
| 02/05/2024 | 1.44% | 1.12 CHF | 1.13 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 40,363 CHF | 40,947 CHF | 99.13% | 99.13% |
| 30/04/2024 | 1.36% | 0.99 CHF | 1.00 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 43,218 CHF | 43,798 CHF | 99.96% | 99.96% |
| 29/04/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,149 CHF | 76,899 CHF | 99.57% | 99.57% |
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