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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 | 0.91% | 1.12 CHF | 1.13 CHF | 50,000 | 25,000 | 50,000 | 24,951 | 55,474 CHF | 27,934 CHF | 98.94% | 98.94% |
| 14/05/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,783 CHF | 55,283 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,040 CHF | 52,540 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 52,415 | 50,000 | 53,363 CHF | 51,478 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.98% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,566 | 50,000 | 51,567 CHF | 51,507 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 53,234 | 50,000 | 53,132 CHF | 50,472 CHF | 98.26% | 98.26% |
| 06/05/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,232 CHF | 37,808 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 72,167 | 50,000 | 52,577 CHF | 36,984 CHF | 98.63% | 98.63% |
| 02/05/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,092 CHF | 33,058 CHF | 99.12% | 99.12% |
| 30/04/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,250 CHF | 33,781 CHF | 100.00% | 100.00% |
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