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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 | 14.96% | 0.13 CHF | 0.15 CHF | 390,000 | 75,000 | 412,145 | 75,000 | 50,479 CHF | 10,681 CHF | 100.00% | 100.00% |
| 08/05/2024 | 16.42% | 0.11 CHF | 0.13 CHF | 460,000 | 75,000 | 453,068 | 75,000 | 50,565 CHF | 9,878 CHF | 98.61% | 98.61% |
| 07/05/2024 | 16.47% | 0.11 CHF | 0.13 CHF | 460,000 | 75,000 | 477,118 | 75,000 | 49,957 CHF | 9,280 CHF | 98.09% | 98.09% |
| 06/05/2024 | 16.36% | 0.09 CHF | 0.11 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 48,691 CHF | 8,604 CHF | 100.00% | 100.00% |
| 03/05/2024 | 18.24% | 0.09 CHF | 0.11 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 49,026 CHF | 8,828 CHF | 98.64% | 98.64% |
| 02/05/2024 | 17.27% | 0.10 CHF | 0.12 CHF | 500,000 | 75,000 | 491,414 | 75,000 | 50,129 CHF | 9,106 CHF | 99.13% | 99.13% |
| 30/04/2024 | 17.77% | 0.10 CHF | 0.12 CHF | 500,000 | 75,000 | 494,932 | 75,000 | 50,076 CHF | 9,074 CHF | 100.00% | 100.00% |
| 29/04/2024 | 17.92% | 0.10 CHF | 0.12 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 49,869 CHF | 8,954 CHF | 100.00% | 100.00% |
| 26/04/2024 | 16.34% | 0.11 CHF | 0.13 CHF | 460,000 | 75,000 | 483,222 | 75,000 | 50,252 CHF | 9,201 CHF | 99.27% | 99.27% |
| 25/04/2024 | 8.14% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 427,881 | 75,000 | 50,439 CHF | 9,602 CHF | 97.99% | 97.99% |
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