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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 | 1.11% | 1.15 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,626 CHF | 86,583 CHF | 98.70% | 98.70% |
| 15/05/2024 | 1.18% | 1.15 CHF | 1.17 CHF | 75,000 | 75,000 | 74,491 | 74,491 | 83,848 CHF | 84,840 CHF | 98.94% | 98.94% |
| 14/05/2024 | 1.22% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,891 CHF | 81,887 CHF | 99.32% | 99.32% |
| 13/05/2024 | 1.11% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,020 CHF | 82,938 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.25% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,495 CHF | 78,468 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.34% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,426 CHF | 70,360 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.37% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,196 CHF | 75,220 CHF | 98.92% | 98.92% |
| 06/05/2024 | 1.45% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,316 CHF | 69,317 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,056 CHF | 90,114 CHF | 93.63% | 93.63% |
| 02/05/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,973 CHF | 78,973 CHF | 99.13% | 99.13% |
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