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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/05/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 403,713 CHF | 405,713 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.52% | 1.97 CHF | 1.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 387,018 CHF | 389,018 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 326,048 CHF | 328,048 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.71% | 1.53 CHF | 1.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 281,759 CHF | 283,759 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 232,652 CHF | 234,652 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 199,954 CHF | 201,954 CHF | 94.55% | 94.55% |
| 02/05/2024 | 1.03% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 193,291 CHF | 195,291 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.92% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 217,546 CHF | 219,546 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.83% | 1.13 CHF | 1.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 238,928 CHF | 240,928 CHF | 100.00% | 100.00% |
| 26/04/2024 | 0.91% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 218,494 CHF | 220,494 CHF | 99.83% | 99.83% |
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