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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 10/05/2024 | 1.22% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,033 CHF | 80,005 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.15% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,250 CHF | 88,255 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.12% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,511 CHF | 83,441 CHF | 98.76% | 98.76% |
| 06/05/2024 | 1.04% | 1.15 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,434 CHF | 89,361 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.86% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,107 CHF | 121,146 CHF | 93.72% | 93.72% |
| 02/05/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,027 CHF | 132,027 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,490 CHF | 143,490 CHF | 97.57% | 97.57% |
| 29/04/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 145,872 CHF | 146,872 CHF | 100.00% | 100.00% |
| 26/04/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,145 CHF | 152,145 CHF | 99.60% | 99.60% |
| 25/04/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,700 CHF | 157,700 CHF | 99.42% | 99.42% |
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