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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,251 CHF | 30,751 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,493 CHF | 29,993 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 28,685 CHF | 29,135 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 29,809 CHF | 30,259 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,441 CHF | 32,941 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 28,878 CHF | 29,328 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 29,099 CHF | 29,549 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,362 CHF | 31,862 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,673 CHF | 31,173 CHF | 100.00% | 100.00% |
| 30/04/2024 | 1.53% | 0.61 CHF | 0.62 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 26,079 CHF | 26,479 CHF | 100.00% | 100.00% |
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