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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/05/2024 | 10.31% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 449,352 | 72,031 | 46,549 CHF | 8,250 CHF | 99.69% | 99.69% |
| 13/05/2024 | 8.29% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 436,535 | 75,000 | 50,483 CHF | 9,440 CHF | 98.16% | 98.16% |
| 10/05/2024 | 8.43% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 444,650 | 75,000 | 50,526 CHF | 9,289 CHF | 99.44% | 99.44% |
| 08/05/2024 | 9.15% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 482,176 | 75,000 | 50,267 CHF | 8,584 CHF | 99.38% | 99.38% |
| 07/05/2024 | 9.44% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 496,124 | 75,000 | 50,058 CHF | 8,323 CHF | 94.67% | 94.67% |
| 06/05/2024 | 9.08% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 478,468 | 75,000 | 50,323 CHF | 8,654 CHF | 100.00% | 100.00% |
| 03/05/2024 | 9.35% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 491,427 | 75,000 | 50,129 CHF | 8,411 CHF | 98.63% | 98.63% |
| 02/05/2024 | 9.38% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 491,761 | 75,000 | 50,005 CHF | 8,387 CHF | 90.97% | 90.97% |
| 30/04/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 340,000 | 75,000 | 338,530 | 75,000 | 50,986 CHF | 12,059 CHF | 100.00% | 100.00% |
| 29/04/2024 | 6.01% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 316,887 | 75,000 | 51,151 CHF | 12,867 CHF | 100.00% | 100.00% |
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