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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 | 1.21% | 0.84 CHF | 0.85 CHF | 132,000 | 132,000 | 132,071 | 132,071 | 108,497 CHF | 109,818 CHF | 99.09% | 99.09% |
| 07/05/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 133,000 | 133,000 | 133,197 | 133,197 | 103,652 CHF | 104,984 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 135,000 | 135,000 | 135,083 | 135,083 | 98,143 CHF | 99,494 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 137,000 | 137,000 | 136,177 | 136,177 | 93,437 CHF | 94,799 CHF | 99.99% | 99.99% |
| 02/05/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 136,000 | 136,000 | 135,814 | 135,814 | 95,175 CHF | 96,533 CHF | 100.00% | 100.00% |
| 30/04/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 135,000 | 135,000 | 134,969 | 134,969 | 97,392 CHF | 98,742 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 135,000 | 135,000 | 135,265 | 135,265 | 96,958 CHF | 98,311 CHF | 100.00% | 100.00% |
| 26/04/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 136,000 | 136,000 | 136,494 | 136,494 | 92,875 CHF | 94,240 CHF | 99.59% | 99.59% |
| 25/04/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 136,000 | 136,000 | 135,295 | 135,295 | 97,096 CHF | 98,449 CHF | 100.00% | 100.00% |
| 24/04/2024 | 1.27% | 0.75 CHF | 0.76 CHF | 134,000 | 134,000 | 133,280 | 133,280 | 104,606 CHF | 105,939 CHF | 99.92% | 99.92% |
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