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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 07/05/2024 | 2.43% | 0.53 CHF | 0.55 CHF | 100,000 | 75,000 | 94,387 | 75,000 | 52,743 CHF | 42,990 CHF | 97.06% | 97.06% |
| 06/05/2024 | 2.14% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 89,760 | 75,000 | 54,800 CHF | 46,783 CHF | 100.00% | 100.00% |
| 03/05/2024 | 2.00% | 0.62 CHF | 0.64 CHF | 90,000 | 75,000 | 81,757 | 75,000 | 54,710 CHF | 51,468 CHF | 97.66% | 97.66% |
| 02/05/2024 | 1.64% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,073 | 75,000 | 56,626 CHF | 57,511 CHF | 99.07% | 99.07% |
| 30/04/2024 | 1.75% | 0.75 CHF | 0.77 CHF | 75,000 | 75,000 | 75,165 | 75,000 | 55,510 CHF | 56,368 CHF | 99.99% | 99.99% |
| 29/04/2024 | 1.93% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 79,667 | 75,000 | 54,370 CHF | 52,192 CHF | 100.00% | 100.00% |
| 26/04/2024 | 1.59% | 0.72 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,479 CHF | 76,685 CHF | 99.22% | 99.22% |
| 25/04/2024 | 1.48% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,303 CHF | 86,572 CHF | 98.98% | 98.98% |
| 24/04/2024 | 1.48% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,036 CHF | 87,316 CHF | 100.00% | 100.00% |
| 23/04/2024 | 1.39% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,952 CHF | 86,142 CHF | 99.98% | 99.98% |
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