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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/05/2024 | 2.33% | 1.33 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,626 CHF | 66,150 CHF | 98.99% | 98.99% |
| 16/05/2024 | 2.46% | 1.22 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,141 CHF | 62,665 CHF | 97.80% | 97.80% |
| 15/05/2024 | 2.62% | 1.24 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 49,753 | 58,055 CHF | 59,288 CHF | 96.93% | 96.93% |
| 14/05/2024 | 2.69% | 1.15 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,456 CHF | 57,992 CHF | 86.08% | 86.08% |
| 13/05/2024 | 2.48% | 1.20 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,948 CHF | 61,454 CHF | 100.00% | 100.00% |
| 10/05/2024 | 2.58% | 1.14 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,971 CHF | 59,484 CHF | 100.00% | 100.00% |
| 08/05/2024 | 2.55% | 1.15 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,964 CHF | 60,489 CHF | 98.85% | 98.85% |
| 07/05/2024 | 2.82% | 1.15 CHF | 1.18 CHF | 50,000 | 50,000 | 52,218 | 50,000 | 54,726 CHF | 54,053 CHF | 97.06% | 97.06% |
| 06/05/2024 | 2.91% | 1.02 CHF | 1.05 CHF | 50,000 | 50,000 | 50,021 | 50,000 | 50,853 CHF | 52,332 CHF | 99.38% | 99.38% |
| 03/05/2024 | 2.88% | 1.02 CHF | 1.05 CHF | 50,000 | 50,000 | 52,683 | 50,000 | 53,117 CHF | 51,963 CHF | 97.83% | 97.83% |
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