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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 | 24.49% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 18,211 CHF | 3,482 CHF | 89.05% | 89.05% |
| 28/05/2024 | 20.82% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 22,079 CHF | 4,073 CHF | 91.16% | 91.16% |
| 27/05/2024 | 18.25% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,981 CHF | 4,499 CHF | 95.23% | 95.23% |
| 24/05/2024 | 32.51% | 0.05 CHF | 0.07 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 1,951 CHF | 2,705 CHF | 64.13% | 64.13% |
| 23/05/2024 | 16.17% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 29,124 CHF | 5,133 CHF | 99.50% | 99.50% |
| 22/05/2024 | 16.99% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 27,634 CHF | 4,909 CHF | 94.01% | 94.01% |
| 21/05/2024 | 15.14% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 32,018 CHF | 5,584 CHF | 94.01% | 94.01% |
| 17/05/2024 | 13.98% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 35,714 CHF | 6,163 CHF | 97.53% | 97.53% |
| 16/05/2024 | 12.73% | 0.07 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 39,257 CHF | 6,686 CHF | 98.70% | 98.70% |
| 15/05/2024 | 12.79% | 0.08 CHF | 0.09 CHF | 500,000 | 75,000 | 491,775 | 74,208 | 36,992 CHF | 6,335 CHF | 94.94% | 94.94% |
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