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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 | 1.84% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,239 | 75,000 | 55,449 CHF | 56,304 CHF | 98.92% | 98.92% |
| 06/05/2024 | 1.62% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,183 CHF | 62,184 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.23% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,883 CHF | 84,917 CHF | 93.73% | 93.73% |
| 02/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,700 CHF | 95,700 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,281 CHF | 107,281 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,641 CHF | 110,641 CHF | 100.00% | 100.00% |
| 26/04/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,881 CHF | 115,881 CHF | 99.60% | 99.60% |
| 25/04/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,326 CHF | 121,326 CHF | 99.41% | 99.41% |
| 24/04/2024 | 0.86% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,254 CHF | 116,254 CHF | 100.00% | 100.00% |
| 23/04/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,135 CHF | 115,135 CHF | 100.00% | 100.00% |
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