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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 10/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,335 CHF | 132,085 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 130,337 CHF | 131,087 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.96% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 61,338 | 61,338 | 102,204 CHF | 103,120 CHF | 98.69% | 98.69% |
| 06/05/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,703 CHF | 137,703 CHF | 99.38% | 99.38% |
| 03/05/2024 | 0.80% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,297 CHF | 126,297 CHF | 98.63% | 98.63% |
| 02/05/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,230 CHF | 116,230 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,454 CHF | 121,454 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,660 CHF | 122,660 CHF | 100.00% | 100.00% |
| 26/04/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,594 CHF | 117,594 CHF | 99.21% | 99.21% |
| 25/04/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,358 CHF | 110,358 CHF | 98.97% | 98.97% |
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