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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 | 0.70% | 1.44 CHF | 1.45 CHF | 56,000 | 56,000 | 56,400 | 56,400 | 80,117 CHF | 80,681 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 76,398 CHF | 76,978 CHF | 99.09% | 99.09% |
| 07/05/2024 | 0.80% | 1.29 CHF | 1.30 CHF | 58,000 | 58,000 | 58,697 | 58,697 | 73,017 CHF | 73,605 CHF | 99.94% | 99.94% |
| 06/05/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 71,724 CHF | 72,324 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 69,185 CHF | 69,785 CHF | 99.98% | 99.98% |
| 02/05/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 68,243 CHF | 68,843 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 60,000 | 60,000 | 59,962 | 59,962 | 69,400 CHF | 70,000 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 70,079 CHF | 70,679 CHF | 100.00% | 100.00% |
| 26/04/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 67,804 CHF | 68,404 CHF | 99.58% | 99.58% |
| 25/04/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 69,350 CHF | 69,950 CHF | 100.00% | 100.00% |
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