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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 | 17.57% | 0.11 CHF | 0.13 CHF | 460,000 | 75,000 | 485,881 | 75,000 | 49,970 CHF | 9,213 CHF | 99.47% | 99.47% |
| 10/05/2024 | 21.56% | 0.10 CHF | 0.12 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 40,447 CHF | 7,526 CHF | 100.00% | 100.00% |
| 08/05/2024 | 28.77% | 0.05 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 28,059 CHF | 5,615 CHF | 98.62% | 98.62% |
| 07/05/2024 | 38.58% | 0.05 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 19,864 CHF | 4,377 CHF | 96.44% | 96.44% |
| 06/05/2024 | 48.62% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,000 CHF | 3,702 CHF | 100.00% | 100.00% |
| 03/05/2024 | 49.27% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 14,900 CHF | 3,685 CHF | 98.64% | 98.64% |
| 02/05/2024 | 37.16% | 0.04 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,435 CHF | 4,450 CHF | 99.12% | 99.12% |
| 30/04/2024 | 37.87% | 0.04 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,906 CHF | 4,590 CHF | 99.75% | 99.75% |
| 29/04/2024 | 34.97% | 0.04 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 21,217 CHF | 4,515 CHF | 100.00% | 100.00% |
| 26/04/2024 | 32.65% | 0.05 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,455 CHF | 5,084 CHF | 99.26% | 99.26% |
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