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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 | 0.97% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,094 CHF | 80,873 CHF | 99.32% | 99.32% |
| 15/05/2024 | 0.92% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 49,804 | 49,466 | 75,655 CHF | 75,828 CHF | 98.86% | 98.86% |
| 14/05/2024 | 1.79% | 1.37 CHF | 1.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,260 CHF | 32,841 CHF | 95.40% | 95.40% |
| 13/05/2024 | 1.20% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,850 CHF | 52,476 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.27% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,856 | 50,000 | 52,690 CHF | 52,509 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.41% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 53,258 | 50,000 | 53,197 CHF | 50,688 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.48% | 1.01 CHF | 1.03 CHF | 50,000 | 50,000 | 58,802 | 50,000 | 56,049 CHF | 48,423 CHF | 98.79% | 98.79% |
| 06/05/2024 | 1.49% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,227 CHF | 45,024 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.33% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,703 CHF | 47,040 CHF | 98.19% | 98.19% |
| 02/05/2024 | 1.40% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 67,118 | 50,000 | 55,162 CHF | 41,719 CHF | 98.65% | 98.65% |
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