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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 | 1.26% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,242 CHF | 59,992 CHF | 99.19% | 99.19% |
| 10/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,065 CHF | 56,815 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,108 CHF | 52,414 CHF | 99.38% | 99.38% |
| 07/05/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,852 CHF | 51,236 CHF | 98.30% | 98.30% |
| 06/05/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,920 CHF | 51,300 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,737 | 75,000 | 52,356 CHF | 49,405 CHF | 98.63% | 98.63% |
| 02/05/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 83,866 | 75,000 | 52,732 CHF | 47,978 CHF | 99.13% | 99.13% |
| 30/04/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,364 CHF | 59,114 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,748 CHF | 62,498 CHF | 100.00% | 100.00% |
| 26/04/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,311 CHF | 59,061 CHF | 99.60% | 99.60% |
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