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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 | 0.82% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 546,552 CHF | 183,684 CHF | 99.12% | 99.12% |
| 10/05/2024 | 0.80% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 560,910 CHF | 188,470 CHF | 97.40% | 97.40% |
| 08/05/2024 | 0.84% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 534,863 CHF | 179,788 CHF | 98.43% | 98.43% |
| 07/05/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 516,876 CHF | 173,792 CHF | 98.97% | 98.97% |
| 06/05/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 483,206 CHF | 162,569 CHF | 98.53% | 98.53% |
| 03/05/2024 | 1.02% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 440,692 CHF | 148,397 CHF | 98.67% | 98.67% |
| 02/05/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 436,473 CHF | 146,991 CHF | 98.14% | 98.14% |
| 30/04/2024 | 1.11% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 404,698 CHF | 136,399 CHF | 98.66% | 98.66% |
| 29/04/2024 | 1.03% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 434,280 CHF | 146,260 CHF | 98.86% | 98.86% |
| 26/04/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 456,733 CHF | 153,744 CHF | 96.52% | 96.52% |
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