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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 2.62% | 0.93 CHF | 0.95 CHF | 75,000 | 75,000 | 74,689 | 74,230 | 66,906 CHF | 68,244 CHF | 98.15% | 98.15% |
| 14/05/2024 | 2.48% | 0.84 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,418 CHF | 59,890 CHF | 99.99% | 99.99% |
| 13/05/2024 | 1.85% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,805 CHF | 60,924 CHF | 99.37% | 99.37% |
| 10/05/2024 | 2.06% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 82,503 | 75,000 | 53,282 CHF | 49,664 CHF | 100.00% | 100.00% |
| 08/05/2024 | 2.15% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 88,354 | 75,000 | 53,315 CHF | 46,298 CHF | 97.77% | 97.77% |
| 07/05/2024 | 2.62% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 41,034 | 41,035 | 33,073 CHF | 33,924 CHF | 93.85% | 93.85% |
| 06/05/2024 | 3.96% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 174,795 | 75,000 | 51,373 CHF | 22,985 CHF | 98.68% | 98.68% |
| 03/05/2024 | 4.86% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 203,523 | 75,000 | 50,538 CHF | 19,562 CHF | 98.00% | 98.00% |
| 02/05/2024 | 5.25% | 0.22 CHF | 0.23 CHF | 230,000 | 75,000 | 217,728 | 75,000 | 50,485 CHF | 18,357 CHF | 85.86% | 85.86% |
| 30/04/2024 | 4.61% | 0.23 CHF | 0.24 CHF | 220,000 | 75,000 | 196,476 | 75,000 | 51,006 CHF | 20,433 CHF | 100.00% | 100.00% |
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