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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 | 5.22% | 1.68 CHF | 1.73 CHF | 30,000 | 20,000 | 36,196 | 7,490 | 60,178 CHF | 13,097 CHF | 98.84% | 98.84% |
| 13/05/2024 | 5.44% | 1.62 CHF | 1.67 CHF | 40,000 | 20,000 | 38,279 | 7,464 | 61,137 CHF | 12,745 CHF | 99.51% | 99.51% |
| 10/05/2024 | 4.89% | 1.70 CHF | 1.75 CHF | 30,000 | 20,000 | 30,000 | 7,362 | 53,298 CHF | 13,429 CHF | 98.18% | 98.18% |
| 08/05/2024 | 5.59% | 1.61 CHF | 1.66 CHF | 40,000 | 20,000 | 40,000 | 7,355 | 62,411 CHF | 12,135 CHF | 98.45% | 98.45% |
| 07/05/2024 | 5.73% | 1.57 CHF | 1.62 CHF | 40,000 | 20,000 | 40,000 | 7,451 | 60,585 CHF | 11,968 CHF | 97.37% | 97.37% |
| 06/05/2024 | 5.59% | 1.56 CHF | 1.61 CHF | 40,000 | 20,000 | 40,000 | 7,455 | 62,010 CHF | 12,168 CHF | 98.36% | 98.36% |
| 03/05/2024 | 5.84% | 1.45 CHF | 1.50 CHF | 40,000 | 20,000 | 40,000 | 7,327 | 59,401 CHF | 11,339 CHF | 98.29% | 98.29% |
| 02/05/2024 | 6.00% | 1.51 CHF | 1.56 CHF | 40,000 | 30,000 | 40,000 | 11,288 | 57,638 CHF | 17,266 CHF | 94.34% | 94.34% |
| 30/04/2024 | 5.09% | 1.65 CHF | 1.70 CHF | 40,000 | 20,000 | 30,336 | 7,363 | 51,894 CHF | 13,082 CHF | 98.73% | 98.73% |
| 29/04/2024 | 4.94% | 1.86 CHF | 1.91 CHF | 30,000 | 20,000 | 30,000 | 7,379 | 53,142 CHF | 13,775 CHF | 98.13% | 98.13% |
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