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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 10/05/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 78,787 | 78,787 | 53,781 CHF | 54,569 CHF | 99.37% | 99.37% |
| 08/05/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,047 CHF | 63,797 CHF | 99.38% | 99.38% |
| 07/05/2024 | 1.28% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,180 CHF | 58,930 CHF | 99.23% | 99.23% |
| 06/05/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 78,714 | 78,714 | 54,654 CHF | 55,441 CHF | 99.21% | 99.21% |
| 03/05/2024 | 1.56% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 94,941 | 94,941 | 60,269 CHF | 61,218 CHF | 99.38% | 99.38% |
| 02/05/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 75,230 | 75,230 | 51,300 CHF | 52,052 CHF | 99.38% | 99.38% |
| 30/04/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 75,000 | 75,000 | 81,022 | 81,022 | 54,455 CHF | 55,266 CHF | 99.44% | 99.44% |
| 29/04/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 75,000 | 75,000 | 85,266 | 85,266 | 56,779 CHF | 57,632 CHF | 99.29% | 99.29% |
| 26/04/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,695 CHF | 61,695 CHF | 97.25% | 97.25% |
| 25/04/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,483 CHF | 59,483 CHF | 83.97% | 83.97% |
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