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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 | 317,664 CHF | 106,888 CHF | 93.97% | 93.97% |
| 07/05/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 302,292 CHF | 101,764 CHF | 92.73% | 92.73% |
| 06/05/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,106 CHF | 95,369 CHF | 97.06% | 97.06% |
| 03/05/2024 | 1.11% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 268,604 CHF | 90,535 CHF | 97.77% | 97.77% |
| 02/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 279,580 CHF | 94,194 CHF | 95.84% | 95.84% |
| 30/04/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 277,705 CHF | 93,568 CHF | 93.47% | 93.47% |
| 29/04/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 275,666 CHF | 92,889 CHF | 88.40% | 88.40% |
| 26/04/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 261,358 CHF | 88,119 CHF | 95.09% | 95.09% |
| 25/04/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 257,171 CHF | 86,724 CHF | 95.48% | 95.48% |
| 24/04/2024 | 1.06% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,377 CHF | 95,126 CHF | 94.42% | 94.42% |
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