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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 | 0.95% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 470,677 CHF | 158,392 CHF | 86.73% | 86.73% |
| 08/05/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 456,857 CHF | 153,786 CHF | 97.60% | 97.60% |
| 07/05/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 501,904 CHF | 168,801 CHF | 85.32% | 85.32% |
| 06/05/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 504,141 CHF | 169,547 CHF | 85.16% | 85.16% |
| 03/05/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 489,682 CHF | 164,727 CHF | 92.08% | 92.08% |
| 02/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 487,849 CHF | 164,116 CHF | 91.77% | 91.77% |
| 30/04/2024 | 0.87% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 516,303 CHF | 173,601 CHF | 98.19% | 98.19% |
| 29/04/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 575,169 CHF | 193,223 CHF | 90.25% | 90.25% |
| 26/04/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 557,246 CHF | 187,249 CHF | 91.43% | 91.43% |
| 25/04/2024 | 0.81% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 552,969 CHF | 185,823 CHF | 89.23% | 89.23% |
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