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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 | 0.58% | 1.71 CHF | 1.72 CHF | 30,000 | 10,000 | 30,562 | 10,000 | 52,652 CHF | 17,340 CHF | 99.31% | 99.31% |
| 15/05/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 40,000 | 20,000 | 38,814 | 19,770 | 62,062 CHF | 31,843 CHF | 98.95% | 98.95% |
| 14/05/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 61,180 CHF | 30,790 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 60,426 CHF | 15,206 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.80% | 1.48 CHF | 1.49 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 61,048 CHF | 15,385 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.70% | 1.58 CHF | 1.59 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 60,828 CHF | 15,314 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.13% | 1.48 CHF | 1.49 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 57,576 CHF | 14,557 CHF | 98.79% | 98.79% |
| 06/05/2024 | 1.24% | 1.41 CHF | 1.42 CHF | 40,000 | 10,000 | 39,813 | 9,973 | 56,554 CHF | 14,342 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.91% | 1.37 CHF | 1.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 6,995 CHF | 7,130 CHF | 98.62% | 98.62% |
| 02/05/2024 | 1.82% | 1.48 CHF | 1.51 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 7,588 CHF | 7,727 CHF | 99.12% | 99.12% |
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