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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/05/2024 | 2.74% | 0.70 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,985 CHF | 18,485 CHF | 100.00% | 100.00% |
| 10/05/2024 | 3.00% | 0.65 CHF | 0.67 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 24,662 CHF | 25,412 CHF | 98.77% | 98.77% |
| 08/05/2024 | 4.09% | 0.54 CHF | 0.57 CHF | 25,000 | 25,000 | 26,767 | 25,747 | 14,801 CHF | 14,744 CHF | 98.88% | 98.88% |
| 07/05/2024 | 1.88% | 0.68 CHF | 0.70 CHF | 80,000 | 75,000 | 80,752 | 75,000 | 53,812 CHF | 50,960 CHF | 98.93% | 98.93% |
| 06/05/2024 | 1.53% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 81,728 | 50,000 | 52,987 CHF | 32,952 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 81,284 | 75,000 | 53,579 CHF | 50,241 CHF | 98.64% | 98.64% |
| 02/05/2024 | 1.98% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 103,964 | 75,000 | 52,022 CHF | 38,383 CHF | 99.13% | 99.13% |
| 30/04/2024 | 1.99% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 102,805 | 75,000 | 51,124 CHF | 38,093 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 102,372 | 75,000 | 51,048 CHF | 38,168 CHF | 100.00% | 100.00% |
| 26/04/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 104,759 | 75,000 | 51,797 CHF | 37,877 CHF | 99.60% | 99.60% |
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