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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 | 1.20% | 0.92 CHF | 0.93 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 103,414 CHF | 104,664 CHF | 98.69% | 98.69% |
| 14/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 102,146 CHF | 103,396 CHF | 98.92% | 98.92% |
| 13/05/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 101,252 CHF | 102,502 CHF | 99.17% | 99.17% |
| 10/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 99,838 CHF | 101,088 CHF | 93.12% | 93.12% |
| 08/05/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 102,777 CHF | 104,027 CHF | 99.18% | 99.18% |
| 07/05/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 98,920 CHF | 100,169 CHF | 99.00% | 99.00% |
| 06/05/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 97,636 CHF | 98,886 CHF | 98.99% | 98.99% |
| 03/05/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 94,330 CHF | 95,580 CHF | 97.07% | 97.07% |
| 02/05/2024 | 1.40% | 0.74 CHF | 0.75 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 88,902 CHF | 90,152 CHF | 98.82% | 98.82% |
| 30/04/2024 | 1.26% | 0.75 CHF | 0.76 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 98,434 CHF | 99,684 CHF | 99.10% | 99.10% |
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