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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 08/05/2024 | 15.83% | 0.01 CHF | 0.07 CHF | 163,680 | 75,000 | 165,282 | 75,000 | 13,307 CHF | 7,061 CHF | 12.37% | 22.18% |
| 07/05/2024 | 10.18% | 0.09 CHF | 0.11 CHF | 165,310 | 75,000 | 166,217 | 75,000 | 20,116 CHF | 10,031 CHF | 97.06% | 97.06% |
| 06/05/2024 | 7.90% | 0.18 CHF | 0.19 CHF | 167,635 | 75,000 | 167,376 | 75,000 | 28,767 CHF | 13,945 CHF | 100.00% | 100.00% |
| 03/05/2024 | 5.77% | 0.18 CHF | 0.25 CHF | 167,605 | 75,000 | 170,789 | 75,000 | 45,171 CHF | 21,001 CHF | 65.59% | 97.62% |
| 02/05/2024 | 4.07% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 164,473 | 75,000 | 51,710 CHF | 24,592 CHF | 98.83% | 98.83% |
| 30/04/2024 | 4.58% | 0.31 CHF | 0.33 CHF | 170,000 | 75,000 | 170,386 | 75,000 | 50,852 CHF | 23,441 CHF | 100.00% | 100.00% |
| 29/04/2024 | 5.16% | 0.29 CHF | 0.31 CHF | 172,177 | 75,000 | 170,868 | 75,000 | 41,686 CHF | 19,259 CHF | 100.00% | 100.00% |
| 26/04/2024 | 3.69% | 0.30 CHF | 0.31 CHF | 172,771 | 100,000 | 162,044 | 100,000 | 51,911 CHF | 33,279 CHF | 80.41% | 80.41% |
| 25/04/2024 | 3.05% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 126,639 | 100,000 | 51,769 CHF | 42,572 CHF | 98.98% | 98.98% |
| 24/04/2024 | 2.89% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 124,066 | 100,000 | 52,091 CHF | 43,316 CHF | 100.00% | 100.00% |
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