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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 | 19.38% | 0.11 CHF | 0.13 CHF | 75,000 | 25,000 | 74,856 | 24,952 | 7,427 CHF | 3,005 CHF | 89.42% | 89.42% |
| 14/05/2024 | 17.20% | 0.11 CHF | 0.13 CHF | 75,000 | 25,000 | 74,145 | 24,829 | 8,029 CHF | 3,192 CHF | 93.33% | 93.33% |
| 13/05/2024 | 17.93% | 0.10 CHF | 0.12 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 7,665 CHF | 3,058 CHF | 90.10% | 90.10% |
| 10/05/2024 | 16.93% | 0.11 CHF | 0.13 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 8,196 CHF | 3,236 CHF | 91.95% | 91.95% |
| 08/05/2024 | 20.42% | 0.09 CHF | 0.11 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 6,898 CHF | 2,822 CHF | 98.66% | 98.66% |
| 07/05/2024 | 19.83% | 0.10 CHF | 0.12 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 6,892 CHF | 2,802 CHF | 95.91% | 95.91% |
| 06/05/2024 | 19.30% | 0.09 CHF | 0.11 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 7,179 CHF | 2,903 CHF | 100.00% | 100.00% |
| 03/05/2024 | 19.30% | 0.10 CHF | 0.12 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 6,865 CHF | 2,776 CHF | 98.32% | 98.32% |
| 02/05/2024 | 23.22% | 0.07 CHF | 0.09 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 5,698 CHF | 2,396 CHF | 99.13% | 99.13% |
| 30/04/2024 | 20.31% | 0.07 CHF | 0.09 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 6,402 CHF | 2,615 CHF | 100.00% | 100.00% |
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