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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 | 1.27% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,926 CHF | 80,945 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.20% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,696 CHF | 85,720 CHF | 98.92% | 98.92% |
| 06/05/2024 | 1.26% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,816 CHF | 79,817 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.03% | 1.02 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,057 CHF | 104,124 CHF | 93.76% | 93.76% |
| 02/05/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,973 CHF | 92,973 CHF | 99.13% | 99.13% |
| 30/04/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,657 CHF | 81,657 CHF | 99.99% | 99.99% |
| 29/04/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,323 CHF | 78,323 CHF | 100.00% | 100.00% |
| 26/04/2024 | 1.38% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,160 CHF | 73,160 CHF | 99.05% | 99.05% |
| 25/04/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,825 CHF | 67,825 CHF | 98.05% | 98.05% |
| 24/04/2024 | 1.38% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,145 CHF | 73,145 CHF | 100.00% | 100.00% |
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