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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 | 0.53% | 1.90 CHF | 1.91 CHF | 56,000 | 56,000 | 56,400 | 56,400 | 106,203 CHF | 106,767 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 103,223 CHF | 103,803 CHF | 99.09% | 99.09% |
| 07/05/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 58,000 | 58,000 | 58,714 | 58,714 | 100,191 CHF | 100,779 CHF | 99.81% | 99.81% |
| 06/05/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 99,527 CHF | 100,127 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 96,934 CHF | 97,534 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 96,001 CHF | 96,601 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 60,000 | 60,000 | 59,963 | 59,963 | 97,081 CHF | 97,681 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 97,830 CHF | 98,430 CHF | 100.00% | 100.00% |
| 26/04/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 95,536 CHF | 96,136 CHF | 99.59% | 99.59% |
| 25/04/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 97,087 CHF | 97,687 CHF | 100.00% | 100.00% |
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