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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/05/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 122,644 CHF | 123,894 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 132,204 CHF | 133,454 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 141,181 CHF | 142,431 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 138,131 CHF | 139,381 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 131,414 CHF | 132,664 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.94% | 1.03 CHF | 1.04 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 132,048 CHF | 133,298 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 131,968 CHF | 133,218 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.96% | 1.00 CHF | 1.01 CHF | 150,000 | 150,000 | 166,261 | 166,261 | 172,028 CHF | 173,691 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 151,061 CHF | 152,561 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 164,293 CHF | 165,793 CHF | 100.00% | 100.00% |
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