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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 | 1.20% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 57,458 | 48,184 | 51,183 CHF | 43,423 CHF | 99.34% | 99.34% |
| 13/05/2024 | 2.26% | 0.89 CHF | 0.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,902 CHF | 22,402 CHF | 100.00% | 100.00% |
| 10/05/2024 | 2.11% | 0.95 CHF | 0.97 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 35,231 CHF | 35,981 CHF | 98.77% | 98.77% |
| 08/05/2024 | 1.86% | 1.06 CHF | 1.08 CHF | 25,000 | 25,000 | 25,930 | 25,747 | 27,219 CHF | 27,541 CHF | 98.88% | 98.88% |
| 07/05/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,721 CHF | 71,471 CHF | 98.60% | 98.60% |
| 06/05/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 58,919 | 50,000 | 56,623 CHF | 48,587 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,440 CHF | 72,190 CHF | 98.64% | 98.64% |
| 02/05/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,251 CHF | 84,001 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,570 CHF | 84,320 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,547 CHF | 84,297 CHF | 100.00% | 100.00% |
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