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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 | 1.61% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 88,618 | 75,000 | 54,476 CHF | 46,876 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 94,112 | 75,000 | 52,312 CHF | 42,479 CHF | 99.38% | 99.38% |
| 07/05/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 99,256 | 75,000 | 53,717 CHF | 41,350 CHF | 98.30% | 98.30% |
| 06/05/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 99,364 | 75,000 | 53,854 CHF | 41,407 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,878 | 75,000 | 52,143 CHF | 39,535 CHF | 98.64% | 98.64% |
| 02/05/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 104,097 | 75,000 | 51,780 CHF | 38,122 CHF | 99.13% | 99.13% |
| 30/04/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,136 | 75,000 | 51,939 CHF | 49,364 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 79,874 | 75,000 | 55,068 CHF | 52,461 CHF | 100.00% | 100.00% |
| 26/04/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,798 CHF | 49,311 CHF | 99.60% | 99.60% |
| 25/04/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 79,325 | 75,000 | 54,807 CHF | 52,591 CHF | 99.43% | 99.43% |
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