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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 | 0.30% | 3.30 CHF | 3.31 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 1,743,160 CHF | 1,748,460 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.29% | 3.34 CHF | 3.35 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 1,801,150 CHF | 1,806,450 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 540,000 | 540,000 | 539,920 | 539,920 | 1,553,580 CHF | 1,558,980 CHF | 99.45% | 99.45% |
| 07/05/2024 | 0.39% | 2.79 CHF | 2.80 CHF | 560,000 | 560,000 | 559,486 | 559,486 | 1,422,520 CHF | 1,428,120 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 590,000 | 590,000 | 590,000 | 590,000 | 1,306,640 CHF | 1,312,540 CHF | 99.72% | 99.72% |
| 03/05/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 610,000 | 610,000 | 602,320 | 602,320 | 1,203,700 CHF | 1,209,780 CHF | 99.25% | 99.25% |
| 02/05/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 610,000 | 610,000 | 610,000 | 610,000 | 1,184,710 CHF | 1,190,810 CHF | 98.82% | 98.82% |
| 30/04/2024 | 0.46% | 1.97 CHF | 1.98 CHF | 580,000 | 580,000 | 579,670 | 579,670 | 1,247,160 CHF | 1,252,960 CHF | 99.73% | 99.73% |
| 29/04/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 580,000 | 580,000 | 575,796 | 575,796 | 1,361,570 CHF | 1,367,330 CHF | 99.13% | 99.13% |
| 26/04/2024 | 0.45% | 2.39 CHF | 2.40 CHF | 620,000 | 620,000 | 616,605 | 616,605 | 1,387,480 CHF | 1,393,670 CHF | 98.53% | 98.53% |
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