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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/05/2024 | 1.17% | 0.90 CHF | 0.91 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 298,771 CHF | 129,545 CHF | 98.39% | 98.39% |
| 10/05/2024 | 1.27% | 0.86 CHF | 0.87 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 273,730 CHF | 118,813 CHF | 99.22% | 99.22% |
| 08/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 294,589 CHF | 127,752 CHF | 99.19% | 99.19% |
| 07/05/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 291,040 CHF | 126,231 CHF | 99.19% | 99.19% |
| 06/05/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 316,907 CHF | 137,317 CHF | 99.26% | 99.26% |
| 03/05/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 331,012 CHF | 143,362 CHF | 93.44% | 93.44% |
| 02/05/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 378,812 CHF | 163,848 CHF | 99.19% | 99.19% |
| 30/04/2024 | 0.94% | 1.16 CHF | 1.17 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 371,248 CHF | 160,606 CHF | 99.19% | 99.19% |
| 29/04/2024 | 0.93% | 1.15 CHF | 1.16 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 375,931 CHF | 162,613 CHF | 99.19% | 99.19% |
| 26/04/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 412,635 CHF | 178,344 CHF | 99.19% | 99.19% |
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