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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 | 0.98% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,070 CHF | 102,070 CHF | 99.25% | 99.25% |
| 15/05/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 99,350 | 99,254 | 97,133 CHF | 98,041 CHF | 98.90% | 98.90% |
| 14/05/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,946 CHF | 101,946 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,606 CHF | 103,606 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.05% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,559 CHF | 106,670 CHF | 99.41% | 99.41% |
| 08/05/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,858 CHF | 106,858 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.98% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,586 CHF | 106,624 CHF | 96.43% | 96.43% |
| 06/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,266 CHF | 107,266 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,713 CHF | 107,713 CHF | 97.94% | 97.94% |
| 02/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,361 CHF | 100,361 CHF | 99.40% | 99.40% |
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