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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 | 0.99% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 100,486 CHF | 101,490 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 102,000 | 102,000 | 101,547 | 101,547 | 97,811 CHF | 98,826 CHF | 98.83% | 98.83% |
| 07/05/2024 | 0.92% | 1.13 CHF | 1.14 CHF | 98,000 | 98,000 | 99,084 | 99,084 | 107,913 CHF | 108,905 CHF | 97.92% | 97.92% |
| 06/05/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 108,653 CHF | 109,644 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 105,104 CHF | 106,100 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 104,464 CHF | 105,460 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.88% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 98,157 | 98,157 | 110,721 CHF | 111,703 CHF | 99.99% | 99.99% |
| 29/04/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 96,000 | 96,000 | 95,585 | 95,585 | 123,649 CHF | 124,605 CHF | 100.00% | 100.00% |
| 26/04/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 96,000 | 96,000 | 95,613 | 95,613 | 118,805 CHF | 119,762 CHF | 99.62% | 99.62% |
| 25/04/2024 | 0.81% | 1.19 CHF | 1.20 CHF | 98,000 | 98,000 | 96,239 | 96,239 | 118,608 CHF | 119,570 CHF | 99.99% | 99.99% |
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