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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 | 0.94% | 1.07 CHF | 1.08 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,203 CHF | 26,853 CHF | 97.97% | 97.97% |
| 14/05/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,436 CHF | 52,936 CHF | 99.99% | 99.99% |
| 13/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 56,905 | 50,000 | 56,491 CHF | 50,163 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 57,527 | 50,000 | 55,817 CHF | 49,089 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 59,362 | 50,000 | 57,729 CHF | 49,141 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,118 CHF | 48,099 CHF | 97.33% | 97.33% |
| 06/05/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 79,190 | 50,000 | 55,380 CHF | 35,477 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,158 | 50,000 | 54,666 CHF | 34,616 CHF | 98.64% | 98.64% |
| 02/05/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,396 CHF | 30,720 CHF | 99.13% | 99.13% |
| 30/04/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 86,757 | 50,000 | 53,687 CHF | 31,464 CHF | 100.00% | 100.00% |
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