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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 | 0.97% | 1.36 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,482 CHF | 107,520 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.99% | 1.39 CHF | 1.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,934 CHF | 102,948 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.05% | 1.27 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,832 CHF | 94,825 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.06% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,649 CHF | 99,696 CHF | 98.92% | 98.92% |
| 06/05/2024 | 1.04% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,778 CHF | 93,750 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,662 CHF | 122,694 CHF | 93.74% | 93.74% |
| 02/05/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,516 CHF | 111,516 CHF | 99.13% | 99.13% |
| 30/04/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,231 CHF | 100,231 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,855 CHF | 96,855 CHF | 100.00% | 100.00% |
| 26/04/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,770 CHF | 91,770 CHF | 99.60% | 99.60% |
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