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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 08/05/2024 | 2.06% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,259 | 75,000 | 52,107 CHF | 49,715 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.96% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 77,572 | 75,000 | 55,573 CHF | 54,823 CHF | 97.06% | 97.06% |
| 06/05/2024 | 1.74% | 0.77 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,625 CHF | 58,639 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.48% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,302 CHF | 63,228 CHF | 97.14% | 97.14% |
| 02/05/2024 | 1.56% | 0.91 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,297 CHF | 69,370 CHF | 99.39% | 99.39% |
| 30/04/2024 | 1.41% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,189 CHF | 68,142 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.65% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,995 CHF | 64,043 CHF | 100.00% | 100.00% |
| 26/04/2024 | 1.35% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,071 CHF | 92,309 CHF | 99.01% | 99.01% |
| 25/04/2024 | 1.32% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,963 CHF | 102,305 CHF | 99.02% | 99.02% |
| 24/04/2024 | 1.28% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,725 CHF | 103,036 CHF | 100.00% | 100.00% |
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