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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 08/05/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 132,000 | 132,000 | 132,071 | 132,071 | 202,890 CHF | 204,211 CHF | 99.08% | 99.08% |
| 07/05/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 133,000 | 133,000 | 133,217 | 133,217 | 198,855 CHF | 200,187 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 135,000 | 135,000 | 135,083 | 135,083 | 194,772 CHF | 196,123 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 137,000 | 137,000 | 136,177 | 136,177 | 190,697 CHF | 192,059 CHF | 99.97% | 99.97% |
| 02/05/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 136,000 | 136,000 | 135,814 | 135,814 | 192,072 CHF | 193,430 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 135,000 | 135,000 | 134,919 | 134,919 | 193,619 CHF | 194,970 CHF | 99.99% | 99.99% |
| 29/04/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 135,000 | 135,000 | 135,266 | 135,266 | 193,502 CHF | 194,854 CHF | 100.00% | 100.00% |
| 26/04/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 136,000 | 136,000 | 136,493 | 136,493 | 190,295 CHF | 191,660 CHF | 99.59% | 99.59% |
| 25/04/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 136,000 | 136,000 | 135,295 | 135,295 | 193,688 CHF | 195,041 CHF | 100.00% | 100.00% |
| 24/04/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 134,000 | 134,000 | 133,279 | 133,279 | 199,806 CHF | 201,139 CHF | 99.92% | 99.92% |
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