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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 | 1.08% | 3.58 CHF | 3.60 CHF | 26,000 | 26,000 | 17,400 | 17,400 | 62,030 CHF | 62,646 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.08% | 3.58 CHF | 3.60 CHF | 26,000 | 26,000 | 17,407 | 17,407 | 62,188 CHF | 62,803 CHF | 99.48% | 99.48% |
| 14/05/2024 | 1.07% | 3.60 CHF | 3.62 CHF | 26,000 | 26,000 | 17,381 | 17,381 | 62,481 CHF | 63,096 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.08% | 3.55 CHF | 3.57 CHF | 26,000 | 26,000 | 17,398 | 17,398 | 61,544 CHF | 62,160 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.09% | 3.53 CHF | 3.55 CHF | 26,000 | 26,000 | 17,188 | 17,188 | 61,415 CHF | 62,032 CHF | 97.70% | 97.70% |
| 08/05/2024 | 1.10% | 3.60 CHF | 3.62 CHF | 26,000 | 26,000 | 17,397 | 17,397 | 61,071 CHF | 61,687 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.13% | 3.49 CHF | 3.51 CHF | 26,000 | 26,000 | 17,964 | 17,964 | 61,299 CHF | 61,936 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.18% | 3.36 CHF | 3.38 CHF | 27,000 | 27,000 | 18,068 | 18,068 | 59,223 CHF | 59,861 CHF | 98.67% | 98.67% |
| 03/05/2024 | 1.24% | 3.21 CHF | 3.23 CHF | 28,000 | 28,000 | 18,509 | 18,509 | 58,328 CHF | 58,993 CHF | 96.82% | 96.82% |
| 02/05/2024 | 1.26% | 3.14 CHF | 3.16 CHF | 28,000 | 28,000 | 18,859 | 18,859 | 57,810 CHF | 58,481 CHF | 99.45% | 99.45% |
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