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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 | 0.80% | 1.24 CHF | 1.25 CHF | 275,000 | 275,000 | 273,790 | 273,790 | 341,786 CHF | 344,525 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 270,000 | 270,000 | 268,886 | 268,886 | 346,247 CHF | 348,936 CHF | 99.88% | 99.88% |
| 10/05/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 270,000 | 270,000 | 272,373 | 272,373 | 346,576 CHF | 349,300 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 280,000 | 280,000 | 280,430 | 280,430 | 325,456 CHF | 328,261 CHF | 98.93% | 98.93% |
| 07/05/2024 | 0.92% | 1.14 CHF | 1.15 CHF | 285,000 | 285,000 | 286,200 | 286,200 | 311,358 CHF | 314,222 CHF | 93.00% | 93.00% |
| 06/05/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 313,442 CHF | 316,294 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 290,000 | 290,000 | 290,666 | 290,666 | 307,203 CHF | 310,110 CHF | 88.84% | 88.84% |
| 02/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 290,000 | 290,000 | 291,089 | 291,089 | 300,843 CHF | 303,754 CHF | 91.52% | 91.52% |
| 30/04/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 290,000 | 290,000 | 288,349 | 288,349 | 311,929 CHF | 314,814 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.10% | 1.08 CHF | 1.09 CHF | 290,000 | 290,000 | 271,873 | 271,873 | 296,488 CHF | 299,506 CHF | 100.00% | 100.00% |
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