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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 | 2.96% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 111,505 | 75,000 | 51,994 CHF | 36,069 CHF | 100.00% | 100.00% |
| 07/05/2024 | 2.56% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 98,410 | 75,000 | 52,601 CHF | 41,161 CHF | 97.06% | 97.06% |
| 06/05/2024 | 2.32% | 0.59 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,735 CHF | 44,978 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.95% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 83,304 | 75,000 | 53,808 CHF | 49,590 CHF | 97.88% | 97.88% |
| 02/05/2024 | 1.86% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,395 | 75,000 | 54,916 CHF | 55,663 CHF | 99.40% | 99.40% |
| 30/04/2024 | 1.79% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 77,349 | 75,000 | 55,187 CHF | 54,502 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.90% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,632 CHF | 50,288 CHF | 100.00% | 100.00% |
| 26/04/2024 | 1.67% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,881 CHF | 74,109 CHF | 99.21% | 99.21% |
| 25/04/2024 | 1.58% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,769 CHF | 84,086 CHF | 99.02% | 99.02% |
| 24/04/2024 | 1.55% | 0.81 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,540 CHF | 84,840 CHF | 100.00% | 100.00% |
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