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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 | 4.17% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 156,342 | 75,000 | 51,509 CHF | 25,811 CHF | 95.15% | 95.15% |
| 07/05/2024 | 3.35% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 130,312 | 75,000 | 51,712 CHF | 30,823 CHF | 97.06% | 97.06% |
| 06/05/2024 | 3.10% | 0.45 CHF | 0.47 CHF | 120,000 | 75,000 | 117,605 | 75,000 | 52,698 CHF | 34,685 CHF | 100.00% | 100.00% |
| 03/05/2024 | 2.53% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 103,459 | 75,000 | 52,239 CHF | 39,240 CHF | 97.83% | 97.83% |
| 02/05/2024 | 2.13% | 0.59 CHF | 0.61 CHF | 90,000 | 75,000 | 90,214 | 75,000 | 53,409 CHF | 45,367 CHF | 99.06% | 99.06% |
| 30/04/2024 | 2.36% | 0.59 CHF | 0.61 CHF | 90,000 | 75,000 | 90,661 | 75,000 | 52,190 CHF | 44,218 CHF | 100.00% | 100.00% |
| 29/04/2024 | 2.55% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 99,529 | 75,000 | 51,785 CHF | 40,043 CHF | 100.00% | 100.00% |
| 26/04/2024 | 2.29% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,108 CHF | 60,479 CHF | 99.22% | 99.22% |
| 25/04/2024 | 1.94% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,962 CHF | 70,305 CHF | 99.02% | 99.02% |
| 24/04/2024 | 1.70% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,840 CHF | 71,036 CHF | 100.00% | 100.00% |
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