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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/05/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 89,282 | 74,487 | 53,368 CHF | 45,282 CHF | 93.33% | 93.33% |
| 13/05/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,306 CHF | 44,348 CHF | 90.10% | 90.10% |
| 10/05/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,494 CHF | 45,329 CHF | 91.95% | 91.95% |
| 08/05/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 54,409 CHF | 41,557 CHF | 98.66% | 98.66% |
| 07/05/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 53,257 CHF | 40,693 CHF | 97.66% | 97.66% |
| 06/05/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 53,844 CHF | 41,133 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,053 | 75,000 | 51,926 CHF | 39,675 CHF | 98.32% | 98.32% |
| 02/05/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 110,754 | 75,000 | 52,106 CHF | 36,046 CHF | 99.13% | 99.13% |
| 30/04/2024 | 2.05% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 109,918 | 75,000 | 52,952 CHF | 36,881 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 100,253 | 75,000 | 50,908 CHF | 38,838 CHF | 99.54% | 99.54% |
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