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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 | 1.37% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 72,039 | 72,039 | 56,322 CHF | 57,072 CHF | 99.93% | 99.93% |
| 13/05/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,813 CHF | 56,563 CHF | 99.19% | 99.19% |
| 10/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,113 CHF | 59,863 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,736 CHF | 64,486 CHF | 99.38% | 99.38% |
| 07/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,996 CHF | 65,746 CHF | 98.30% | 98.30% |
| 06/05/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,950 CHF | 65,700 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,107 CHF | 67,857 CHF | 98.62% | 98.62% |
| 02/05/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,773 CHF | 69,523 CHF | 99.13% | 99.13% |
| 30/04/2024 | 1.89% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,538 CHF | 58,636 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,840 | 75,000 | 55,384 CHF | 55,539 CHF | 100.00% | 100.00% |
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