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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 | 1.06% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,583 CHF | 85,488 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.04% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,321 CHF | 90,251 CHF | 98.92% | 98.92% |
| 06/05/2024 | 1.10% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,437 CHF | 84,364 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.01% | 1.08 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,117 CHF | 110,225 CHF | 93.75% | 93.75% |
| 02/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,136 CHF | 99,136 CHF | 97.78% | 97.78% |
| 30/04/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,767 CHF | 87,767 CHF | 100.00% | 100.00% |
| 29/04/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,411 CHF | 84,411 CHF | 100.00% | 100.00% |
| 26/04/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,288 CHF | 79,288 CHF | 99.60% | 99.60% |
| 25/04/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,895 CHF | 73,895 CHF | 99.42% | 99.42% |
| 24/04/2024 | 1.27% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,246 CHF | 79,246 CHF | 100.00% | 100.00% |
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