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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 | 1.38% | 1.51 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,847 CHF | 79,941 CHF | 84.78% | 84.78% |
| 15/05/2024 | 1.42% | 1.60 CHF | 1.62 CHF | 50,000 | 50,000 | 49,895 | 49,738 | 76,483 CHF | 77,326 CHF | 91.22% | 91.22% |
| 14/05/2024 | 1.78% | 1.50 CHF | 1.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,248 CHF | 36,901 CHF | 97.00% | 97.00% |
| 13/05/2024 | 2.10% | 1.49 CHF | 1.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,768 CHF | 38,568 CHF | 65.67% | 65.67% |
| 10/05/2024 | 1.69% | 1.64 CHF | 1.67 CHF | 25,000 | 25,000 | 34,826 | 34,826 | 56,726 CHF | 57,636 CHF | 83.34% | 83.34% |
| 08/05/2024 | 1.45% | 1.46 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,098 CHF | 75,180 CHF | 99.43% | 99.43% |
| 07/05/2024 | 1.54% | 1.43 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,991 CHF | 71,077 CHF | 96.12% | 96.12% |
| 06/05/2024 | 1.56% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,532 CHF | 69,610 CHF | 97.81% | 97.81% |
| 03/05/2024 | 1.67% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,642 CHF | 65,732 CHF | 92.12% | 92.12% |
| 02/05/2024 | 1.73% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,496 CHF | 63,586 CHF | 99.13% | 99.13% |
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