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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 | 0.98% | 2.02 CHF | 2.04 CHF | 48,000 | 48,000 | 47,972 | 47,972 | 97,600 CHF | 98,560 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.05% | 1.97 CHF | 1.99 CHF | 48,000 | 48,000 | 49,518 | 49,518 | 94,643 CHF | 95,636 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.08% | 1.85 CHF | 1.87 CHF | 50,000 | 50,000 | 49,989 | 49,989 | 91,893 CHF | 92,893 CHF | 99.99% | 99.99% |
| 13/05/2024 | 1.10% | 1.83 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,471 CHF | 91,471 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.09% | 1.77 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,325 CHF | 92,325 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.09% | 1.88 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,014 CHF | 92,014 CHF | 99.06% | 99.06% |
| 07/05/2024 | 1.14% | 1.78 CHF | 1.80 CHF | 50,000 | 50,000 | 50,532 | 50,532 | 87,965 CHF | 88,977 CHF | 99.60% | 99.60% |
| 06/05/2024 | 1.15% | 1.71 CHF | 1.73 CHF | 52,000 | 52,000 | 51,331 | 51,331 | 88,384 CHF | 89,410 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.17% | 1.68 CHF | 1.70 CHF | 52,000 | 52,000 | 51,660 | 51,660 | 88,112 CHF | 89,146 CHF | 99.99% | 99.99% |
| 02/05/2024 | 1.09% | 1.79 CHF | 1.81 CHF | 50,000 | 50,000 | 49,981 | 49,981 | 91,250 CHF | 92,250 CHF | 99.99% | 99.99% |
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