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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 07/05/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 290,631 CHF | 98,377 CHF | 95.19% | 95.19% |
| 06/05/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 296,921 CHF | 100,474 CHF | 92.68% | 92.68% |
| 03/05/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 295,407 CHF | 99,969 CHF | 94.98% | 94.98% |
| 02/05/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 298,423 CHF | 100,974 CHF | 95.50% | 95.50% |
| 30/04/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 286,885 CHF | 97,129 CHF | 94.76% | 94.76% |
| 29/04/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 309,929 CHF | 104,810 CHF | 91.69% | 91.69% |
| 26/04/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 304,897 CHF | 103,132 CHF | 94.43% | 94.43% |
| 25/04/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,772 CHF | 102,757 CHF | 95.29% | 95.29% |
| 24/04/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 309,912 CHF | 104,804 CHF | 96.85% | 96.85% |
| 23/04/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,158 CHF | 101,886 CHF | 89.36% | 89.36% |
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