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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 | 0.77% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,109 CHF | 97,859 CHF | 99.88% | 99.88% |
| 15/05/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,458 CHF | 101,208 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,602 CHF | 102,352 CHF | 99.78% | 99.78% |
| 13/05/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,443 CHF | 105,193 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,862 CHF | 107,612 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,866 CHF | 110,616 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 111,552 CHF | 112,302 CHF | 99.84% | 99.84% |
| 06/05/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,826 CHF | 119,576 CHF | 99.83% | 99.83% |
| 03/05/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,907 CHF | 123,657 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.57% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 130,456 CHF | 131,206 CHF | 100.00% | 100.00% |
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