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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 | 1.95% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 101,315 | 75,000 | 51,409 CHF | 38,824 CHF | 99.19% | 99.19% |
| 10/05/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 95,445 | 75,000 | 52,926 CHF | 42,374 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 87,434 | 75,000 | 53,830 CHF | 46,960 CHF | 99.38% | 99.38% |
| 07/05/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 84,414 | 75,000 | 53,195 CHF | 48,060 CHF | 97.11% | 97.11% |
| 06/05/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 82,625 | 75,000 | 52,084 CHF | 48,054 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,859 CHF | 50,305 CHF | 98.64% | 98.64% |
| 02/05/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 79,969 | 75,000 | 54,505 CHF | 51,878 CHF | 99.13% | 99.13% |
| 30/04/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 99,640 | 75,000 | 53,122 CHF | 40,766 CHF | 100.00% | 100.00% |
| 29/04/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 104,415 | 75,000 | 51,555 CHF | 37,821 CHF | 100.00% | 100.00% |
| 26/04/2024 | 1.83% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 99,765 | 75,000 | 54,121 CHF | 41,439 CHF | 99.60% | 99.60% |
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