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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 16/05/2024 | 1.05% | 2.76 CHF | 2.79 CHF | 40,000 | 40,000 | 39,951 | 39,951 | 113,390 CHF | 114,590 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.17% | 2.65 CHF | 2.68 CHF | 40,000 | 40,000 | 39,928 | 39,928 | 102,185 CHF | 103,385 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.18% | 2.56 CHF | 2.59 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 100,787 CHF | 101,987 CHF | 99.81% | 99.81% |
| 13/05/2024 | 1.23% | 2.44 CHF | 2.47 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 96,616 CHF | 97,816 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.17% | 2.49 CHF | 2.52 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 102,110 CHF | 103,310 CHF | 99.99% | 99.99% |
| 08/05/2024 | 1.17% | 2.56 CHF | 2.59 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 101,796 CHF | 102,996 CHF | 99.77% | 99.77% |
| 07/05/2024 | 1.05% | 2.81 CHF | 2.84 CHF | 40,000 | 40,000 | 39,975 | 39,975 | 113,973 CHF | 115,173 CHF | 98.43% | 98.43% |
| 06/05/2024 | 1.07% | 2.87 CHF | 2.90 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 111,963 CHF | 113,163 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.22% | 2.52 CHF | 2.55 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 98,038 CHF | 99,238 CHF | 99.89% | 99.89% |
| 02/05/2024 | 1.18% | 2.45 CHF | 2.48 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 100,839 CHF | 102,039 CHF | 99.65% | 99.65% |
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