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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/05/2024 | 4.64% | 4.00 CHF | 4.20 CHF | 20,000 | 5,000 | 20,000 | 5,000 | 83,756 CHF | 21,931 CHF | 99.60% | 99.60% |
| 28/05/2024 | 4.11% | 4.78 CHF | 5.00 CHF | 20,000 | 5,000 | 13,180 | 5,000 | 66,546 CHF | 26,674 CHF | 97.08% | 97.08% |
| 27/05/2024 | 3.88% | 5.42 CHF | 5.64 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 56,231 CHF | 29,227 CHF | 95.02% | 95.02% |
| 24/05/2024 | 4.17% | 5.67 CHF | 5.92 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 57,081 CHF | 29,757 CHF | 97.34% | 97.34% |
| 23/05/2024 | 3.69% | 6.17 CHF | 6.40 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 61,050 CHF | 31,673 CHF | 99.38% | 99.38% |
| 22/05/2024 | 3.93% | 5.72 CHF | 5.94 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 55,586 CHF | 28,907 CHF | 96.13% | 96.13% |
| 21/05/2024 | 4.23% | 5.66 CHF | 5.91 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 57,875 CHF | 30,187 CHF | 99.97% | 99.97% |
| 17/05/2024 | 4.30% | 6.19 CHF | 6.46 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 60,966 CHF | 31,822 CHF | 100.00% | 100.00% |
| 16/05/2024 | 3.98% | 6.54 CHF | 6.80 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 64,437 CHF | 33,525 CHF | 99.03% | 99.03% |
| 15/05/2024 | 3.58% | 6.26 CHF | 6.48 CHF | 10,000 | 5,000 | 10,000 | 4,949 | 60,688 CHF | 31,124 CHF | 98.11% | 98.11% |
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