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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 08/05/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 317,716 CHF | 106,905 CHF | 93.96% | 93.96% |
| 07/05/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 302,311 CHF | 101,770 CHF | 92.84% | 92.84% |
| 06/05/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,162 CHF | 95,387 CHF | 96.99% | 96.99% |
| 03/05/2024 | 1.11% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 268,626 CHF | 90,542 CHF | 97.77% | 97.77% |
| 02/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 279,606 CHF | 94,202 CHF | 95.84% | 95.84% |
| 30/04/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 277,746 CHF | 93,582 CHF | 93.49% | 93.49% |
| 29/04/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 275,707 CHF | 92,902 CHF | 88.72% | 88.72% |
| 26/04/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 261,308 CHF | 88,103 CHF | 95.06% | 95.06% |
| 25/04/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 257,089 CHF | 86,696 CHF | 95.59% | 95.59% |
| 24/04/2024 | 1.06% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,362 CHF | 95,121 CHF | 94.37% | 94.37% |
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