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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.80% | 25.40 CHF | 25.60 CHF | 3,000 | 3,000 | 3,437 | 3,437 | 85,804 CHF | 86,492 CHF | 99.96% | 99.96% |
| 14/05/2024 | 0.85% | 24.25 CHF | 24.45 CHF | 4,000 | 4,000 | 3,967 | 3,967 | 93,418 CHF | 94,212 CHF | 99.04% | 99.04% |
| 13/05/2024 | 0.85% | 23.50 CHF | 23.70 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 93,830 CHF | 94,624 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.69% | 22.70 CHF | 22.85 CHF | 4,000 | 4,000 | 3,959 | 3,959 | 87,015 CHF | 87,609 CHF | 99.74% | 99.74% |
| 08/05/2024 | 0.94% | 21.05 CHF | 21.25 CHF | 4,000 | 4,000 | 3,959 | 3,959 | 84,678 CHF | 85,471 CHF | 92.49% | 92.49% |
| 07/05/2024 | 0.64% | 23.15 CHF | 23.30 CHF | 4,000 | 4,000 | 3,960 | 3,960 | 92,956 CHF | 93,550 CHF | 94.56% | 94.56% |
| 06/05/2024 | 0.89% | 17.40 CHF | 17.55 CHF | 5,000 | 5,000 | 4,994 | 4,994 | 84,903 CHF | 85,653 CHF | 98.63% | 98.63% |
| 03/05/2024 | 0.93% | 16.40 CHF | 16.55 CHF | 6,000 | 6,000 | 5,971 | 5,971 | 96,509 CHF | 97,405 CHF | 97.28% | 97.28% |
| 02/05/2024 | 0.96% | 15.60 CHF | 15.75 CHF | 6,000 | 6,000 | 5,944 | 5,944 | 93,834 CHF | 94,727 CHF | 99.87% | 99.87% |
| 30/04/2024 | 0.93% | 15.65 CHF | 15.80 CHF | 6,000 | 6,000 | 5,931 | 5,931 | 96,149 CHF | 97,039 CHF | 99.56% | 99.56% |
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