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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 | 7.61% | 0.18 CHF | 0.19 CHF | 164,446 | 75,000 | 164,429 | 75,000 | 29,495 CHF | 14,508 CHF | 100.00% | 100.00% |
| 07/05/2024 | 5.58% | 0.22 CHF | 0.24 CHF | 165,401 | 75,000 | 166,208 | 75,000 | 41,136 CHF | 19,621 CHF | 97.06% | 97.06% |
| 06/05/2024 | 4.19% | 0.31 CHF | 0.32 CHF | 167,685 | 75,000 | 167,266 | 75,000 | 50,059 CHF | 23,406 CHF | 97.03% | 97.03% |
| 03/05/2024 | 3.33% | 0.31 CHF | 0.32 CHF | 167,741 | 75,000 | 144,421 | 75,000 | 51,372 CHF | 27,997 CHF | 97.66% | 97.66% |
| 02/05/2024 | 2.84% | 0.44 CHF | 0.46 CHF | 120,000 | 75,000 | 118,959 | 75,000 | 52,552 CHF | 34,117 CHF | 99.25% | 99.25% |
| 30/04/2024 | 2.98% | 0.44 CHF | 0.46 CHF | 120,000 | 75,000 | 121,557 | 75,000 | 51,835 CHF | 32,968 CHF | 100.00% | 100.00% |
| 29/04/2024 | 3.56% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 139,355 | 75,000 | 51,537 CHF | 28,793 CHF | 100.00% | 100.00% |
| 26/04/2024 | 3.07% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 118,663 | 100,000 | 52,266 CHF | 45,482 CHF | 99.09% | 99.09% |
| 25/04/2024 | 2.35% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,355 | 100,000 | 54,258 CHF | 55,360 CHF | 99.00% | 99.00% |
| 24/04/2024 | 2.25% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,023 | 100,000 | 54,865 CHF | 56,099 CHF | 99.74% | 99.74% |
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