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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 2.78% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 139,154 | 74,162 | 51,819 CHF | 28,394 CHF | 89.54% | 89.54% |
| 14/05/2024 | 2.73% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 137,341 | 74,487 | 51,817 CHF | 28,889 CHF | 93.33% | 93.33% |
| 13/05/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 139,304 | 75,000 | 50,995 CHF | 28,216 CHF | 90.10% | 90.10% |
| 10/05/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 139,004 | 75,000 | 52,226 CHF | 28,936 CHF | 91.95% | 91.95% |
| 08/05/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 150,471 | 75,000 | 51,644 CHF | 26,494 CHF | 98.66% | 98.66% |
| 07/05/2024 | 2.94% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 155,174 | 75,000 | 51,929 CHF | 25,863 CHF | 98.39% | 98.39% |
| 06/05/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 152,054 | 75,000 | 51,703 CHF | 26,262 CHF | 100.00% | 100.00% |
| 03/05/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 159,792 | 75,000 | 52,002 CHF | 25,169 CHF | 98.32% | 98.32% |
| 02/05/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 175,560 | 75,000 | 51,509 CHF | 22,770 CHF | 99.11% | 99.11% |
| 30/04/2024 | 3.26% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 170,453 | 75,000 | 51,410 CHF | 23,373 CHF | 100.00% | 100.00% |
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