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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 | 4.69% | 0.63 CHF | 0.66 CHF | 80,000 | 75,000 | 86,019 | 75,000 | 53,473 CHF | 48,896 CHF | 99.47% | 99.47% |
| 10/05/2024 | 5.05% | 0.60 CHF | 0.63 CHF | 90,000 | 75,000 | 92,517 | 75,000 | 52,092 CHF | 44,445 CHF | 100.00% | 100.00% |
| 08/05/2024 | 5.95% | 0.48 CHF | 0.51 CHF | 110,000 | 75,000 | 110,000 | 75,000 | 52,565 CHF | 38,038 CHF | 98.56% | 98.56% |
| 07/05/2024 | 5.58% | 0.42 CHF | 0.45 CHF | 120,000 | 75,000 | 132,911 | 75,000 | 52,256 CHF | 31,272 CHF | 98.92% | 98.92% |
| 06/05/2024 | 5.13% | 0.33 CHF | 0.35 CHF | 160,000 | 75,000 | 144,786 | 75,000 | 51,651 CHF | 28,200 CHF | 100.00% | 100.00% |
| 03/05/2024 | 5.06% | 0.33 CHF | 0.35 CHF | 160,000 | 75,000 | 142,909 | 75,000 | 51,610 CHF | 28,528 CHF | 98.63% | 98.63% |
| 02/05/2024 | 4.75% | 0.38 CHF | 0.40 CHF | 140,000 | 75,000 | 132,641 | 75,000 | 51,598 CHF | 30,645 CHF | 99.13% | 99.13% |
| 30/04/2024 | 4.72% | 0.40 CHF | 0.42 CHF | 130,000 | 75,000 | 133,988 | 75,000 | 52,181 CHF | 30,652 CHF | 100.00% | 100.00% |
| 29/04/2024 | 4.86% | 0.38 CHF | 0.40 CHF | 140,000 | 75,000 | 131,724 | 75,000 | 51,782 CHF | 30,973 CHF | 100.00% | 100.00% |
| 26/04/2024 | 4.52% | 0.42 CHF | 0.44 CHF | 120,000 | 75,000 | 126,120 | 75,000 | 51,703 CHF | 32,206 CHF | 99.27% | 99.27% |
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