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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 | 0.79% | 1.25 CHF | 1.26 CHF | 58,000 | 58,000 | 57,023 | 57,023 | 71,925 CHF | 72,495 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 56,000 | 56,000 | 56,400 | 56,400 | 71,909 CHF | 72,473 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 67,903 CHF | 68,483 CHF | 99.09% | 99.09% |
| 07/05/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 58,000 | 58,000 | 58,697 | 58,697 | 64,446 CHF | 65,033 CHF | 99.94% | 99.94% |
| 06/05/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 63,028 CHF | 63,628 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 60,387 CHF | 60,987 CHF | 99.99% | 99.99% |
| 02/05/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 59,464 CHF | 60,064 CHF | 99.99% | 99.99% |
| 30/04/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 60,000 | 60,000 | 59,959 | 59,959 | 60,585 CHF | 61,185 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 61,369 CHF | 61,969 CHF | 100.00% | 100.00% |
| 26/04/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 59,023 CHF | 59,623 CHF | 99.59% | 99.59% |
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