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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 | 4.00% | 0.50 CHF | 0.52 CHF | 100,000 | 75,000 | 109,125 | 75,000 | 52,540 CHF | 37,596 CHF | 100.00% | 100.00% |
| 08/05/2024 | 4.27% | 0.44 CHF | 0.46 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 52,903 CHF | 34,508 CHF | 98.62% | 98.62% |
| 07/05/2024 | 4.62% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 130,732 | 75,000 | 52,591 CHF | 31,615 CHF | 96.44% | 96.44% |
| 06/05/2024 | 4.95% | 0.37 CHF | 0.39 CHF | 140,000 | 75,000 | 136,335 | 75,000 | 52,063 CHF | 30,111 CHF | 100.00% | 100.00% |
| 03/05/2024 | 4.90% | 0.37 CHF | 0.39 CHF | 140,000 | 75,000 | 132,895 | 75,000 | 51,227 CHF | 30,381 CHF | 98.64% | 98.64% |
| 02/05/2024 | 4.75% | 0.39 CHF | 0.41 CHF | 130,000 | 75,000 | 129,820 | 75,000 | 51,791 CHF | 31,387 CHF | 99.13% | 99.13% |
| 30/04/2024 | 4.71% | 0.40 CHF | 0.42 CHF | 130,000 | 75,000 | 130,000 | 75,000 | 51,698 CHF | 31,264 CHF | 100.00% | 100.00% |
| 29/04/2024 | 4.64% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 130,040 | 75,000 | 52,514 CHF | 31,726 CHF | 100.00% | 100.00% |
| 26/04/2024 | 4.44% | 0.42 CHF | 0.44 CHF | 120,000 | 75,000 | 126,305 | 75,000 | 51,985 CHF | 32,290 CHF | 99.27% | 99.27% |
| 25/04/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 119,624 | 75,000 | 53,166 CHF | 34,087 CHF | 97.32% | 97.32% |
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