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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/05/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 134,787 | 75,000 | 134,495 | 75,000 | 38,986 CHF | 22,492 CHF | 99.19% | 99.19% |
| 10/05/2024 | 3.97% | 0.24 CHF | 0.25 CHF | 135,638 | 75,000 | 135,404 | 75,000 | 33,514 CHF | 19,315 CHF | 100.00% | 100.00% |
| 08/05/2024 | 5.15% | 0.18 CHF | 0.19 CHF | 137,045 | 75,000 | 136,949 | 75,000 | 25,980 CHF | 14,980 CHF | 99.38% | 99.38% |
| 07/05/2024 | 5.62% | 0.18 CHF | 0.19 CHF | 136,786 | 75,000 | 137,041 | 75,000 | 23,815 CHF | 13,785 CHF | 97.28% | 97.28% |
| 06/05/2024 | 5.56% | 0.16 CHF | 0.17 CHF | 137,061 | 75,000 | 136,707 | 75,000 | 23,951 CHF | 13,890 CHF | 100.00% | 100.00% |
| 03/05/2024 | 6.50% | 0.15 CHF | 0.16 CHF | 137,217 | 75,000 | 137,498 | 75,000 | 20,642 CHF | 12,013 CHF | 98.63% | 98.63% |
| 02/05/2024 | 7.53% | 0.14 CHF | 0.15 CHF | 138,718 | 75,000 | 138,815 | 75,000 | 18,171 CHF | 10,572 CHF | 99.13% | 99.13% |
| 30/04/2024 | 3.49% | 0.27 CHF | 0.28 CHF | 136,620 | 75,000 | 135,838 | 75,000 | 38,413 CHF | 21,962 CHF | 100.00% | 100.00% |
| 29/04/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 134,464 | 75,000 | 134,878 | 75,000 | 43,604 CHF | 24,998 CHF | 100.00% | 100.00% |
| 26/04/2024 | 3.49% | 0.30 CHF | 0.31 CHF | 135,664 | 75,000 | 135,832 | 75,000 | 38,290 CHF | 21,893 CHF | 99.60% | 99.60% |
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