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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 | 8.47% | 0.24 CHF | 0.26 CHF | 75,000 | 25,000 | 74,145 | 24,829 | 17,617 CHF | 6,419 CHF | 93.33% | 93.33% |
| 13/05/2024 | 8.69% | 0.22 CHF | 0.24 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 16,876 CHF | 6,136 CHF | 90.10% | 90.10% |
| 10/05/2024 | 8.27% | 0.23 CHF | 0.25 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 17,595 CHF | 6,371 CHF | 91.95% | 91.95% |
| 08/05/2024 | 9.65% | 0.20 CHF | 0.22 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 15,105 CHF | 5,545 CHF | 98.66% | 98.66% |
| 07/05/2024 | 9.75% | 0.21 CHF | 0.23 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 14,871 CHF | 5,465 CHF | 95.91% | 95.91% |
| 06/05/2024 | 9.37% | 0.20 CHF | 0.22 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 15,325 CHF | 5,610 CHF | 100.00% | 100.00% |
| 03/05/2024 | 9.66% | 0.20 CHF | 0.22 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 14,596 CHF | 5,359 CHF | 98.32% | 98.32% |
| 02/05/2024 | 11.30% | 0.16 CHF | 0.18 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 12,413 CHF | 4,632 CHF | 99.13% | 99.13% |
| 30/04/2024 | 10.57% | 0.16 CHF | 0.18 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 13,398 CHF | 4,964 CHF | 100.00% | 100.00% |
| 29/04/2024 | 9.54% | 0.19 CHF | 0.21 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 14,885 CHF | 5,458 CHF | 99.54% | 99.54% |
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