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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/05/2024 | 1.40% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 74,689 | 74,487 | 55,724 CHF | 56,357 CHF | 93.33% | 93.33% |
| 13/05/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,596 | 75,000 | 55,014 CHF | 55,354 CHF | 90.10% | 90.10% |
| 10/05/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,650 CHF | 56,400 CHF | 91.95% | 91.95% |
| 08/05/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,430 CHF | 51,779 CHF | 98.66% | 98.66% |
| 07/05/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,367 CHF | 50,782 CHF | 95.91% | 95.91% |
| 06/05/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,925 CHF | 51,305 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,286 | 75,000 | 52,217 CHF | 49,538 CHF | 98.53% | 98.53% |
| 02/05/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,354 CHF | 45,212 CHF | 99.13% | 99.13% |
| 30/04/2024 | 1.64% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 89,981 | 75,000 | 54,462 CHF | 46,145 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 81,817 | 75,000 | 51,985 CHF | 48,430 CHF | 99.54% | 99.54% |
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