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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 | 0.23% | 4.44 CHF | 4.45 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 2,303,510 CHF | 2,308,710 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 2,361,240 CHF | 2,366,440 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 520,000 | 520,000 | 519,915 | 519,915 | 2,083,840 CHF | 2,089,040 CHF | 99.41% | 99.41% |
| 07/05/2024 | 0.27% | 3.92 CHF | 3.93 CHF | 530,000 | 530,000 | 529,501 | 529,501 | 1,937,930 CHF | 1,943,230 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 540,000 | 540,000 | 540,000 | 540,000 | 1,789,130 CHF | 1,794,530 CHF | 99.74% | 99.74% |
| 03/05/2024 | 0.34% | 3.06 CHF | 3.07 CHF | 540,000 | 540,000 | 533,214 | 533,214 | 1,636,960 CHF | 1,642,340 CHF | 99.28% | 99.28% |
| 02/05/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 1,651,280 CHF | 1,656,780 CHF | 98.95% | 98.95% |
| 30/04/2024 | 0.31% | 3.03 CHF | 3.04 CHF | 540,000 | 540,000 | 539,678 | 539,678 | 1,742,180 CHF | 1,747,580 CHF | 99.73% | 99.73% |
| 29/04/2024 | 0.30% | 3.41 CHF | 3.42 CHF | 540,000 | 540,000 | 536,102 | 536,102 | 1,848,800 CHF | 1,854,160 CHF | 99.30% | 99.30% |
| 26/04/2024 | 0.31% | 3.48 CHF | 3.49 CHF | 560,000 | 560,000 | 556,936 | 556,936 | 1,849,820 CHF | 1,855,410 CHF | 98.54% | 98.54% |
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