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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 | 3.58% | 0.35 CHF | 0.37 CHF | 150,000 | 75,000 | 138,886 | 75,000 | 51,797 CHF | 29,095 CHF | 100.00% | 100.00% |
| 07/05/2024 | 4.37% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 166,481 | 75,000 | 51,585 CHF | 24,301 CHF | 98.92% | 98.92% |
| 06/05/2024 | 3.13% | 0.36 CHF | 0.38 CHF | 140,000 | 75,000 | 134,190 | 75,000 | 52,141 CHF | 30,111 CHF | 100.00% | 100.00% |
| 03/05/2024 | 2.48% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 126,109 | 100,000 | 51,816 CHF | 42,187 CHF | 93.75% | 93.75% |
| 02/05/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 102,081 | 100,000 | 53,032 CHF | 53,027 CHF | 99.13% | 99.13% |
| 30/04/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,523 CHF | 64,523 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,929 CHF | 67,929 CHF | 100.00% | 100.00% |
| 26/04/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,145 CHF | 73,145 CHF | 99.60% | 99.60% |
| 25/04/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,700 CHF | 78,700 CHF | 99.42% | 99.42% |
| 24/04/2024 | 1.37% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,521 CHF | 73,521 CHF | 100.00% | 100.00% |
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