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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 23/05/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 59,267 CHF | 29,884 CHF | 98.54% | 98.54% |
| 22/05/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,189 CHF | 28,844 CHF | 92.19% | 92.19% |
| 21/05/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 56,896 CHF | 28,698 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,267 CHF | 28,883 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,355 CHF | 28,927 CHF | 99.32% | 99.32% |
| 15/05/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 50,000 | 25,000 | 50,000 | 24,959 | 56,949 CHF | 28,679 CHF | 98.78% | 98.78% |
| 14/05/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,265 CHF | 56,765 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,561 CHF | 54,061 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,496 CHF | 52,996 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.95% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,562 CHF | 53,062 CHF | 100.00% | 100.00% |
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