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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 | 2.67% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 140,381 | 75,000 | 51,901 CHF | 28,573 CHF | 100.00% | 100.00% |
| 08/05/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 135,208 | 75,000 | 51,743 CHF | 29,574 CHF | 100.00% | 100.00% |
| 07/05/2024 | 3.33% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 65,567 | 61,311 | 29,608 CHF | 28,599 CHF | 98.93% | 98.93% |
| 06/05/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,434 CHF | 76,434 CHF | 99.38% | 99.38% |
| 03/05/2024 | 1.15% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,969 CHF | 87,969 CHF | 98.43% | 98.43% |
| 02/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 97,190 CHF | 98,190 CHF | 99.05% | 99.05% |
| 30/04/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,203 CHF | 93,203 CHF | 99.99% | 99.99% |
| 29/04/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,092 CHF | 92,092 CHF | 100.00% | 100.00% |
| 26/04/2024 | 1.03% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,223 CHF | 97,223 CHF | 97.92% | 97.92% |
| 25/04/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,623 CHF | 104,623 CHF | 99.42% | 99.42% |
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