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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 | 0.52% | 1.90 CHF | 1.91 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 57,420 CHF | 19,240 CHF | 99.31% | 99.31% |
| 15/05/2024 | 0.56% | 1.86 CHF | 1.87 CHF | 30,000 | 20,000 | 30,000 | 19,770 | 53,782 CHF | 35,629 CHF | 98.95% | 98.95% |
| 14/05/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 30,000 | 20,000 | 30,006 | 20,000 | 51,594 CHF | 34,590 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.63% | 1.72 CHF | 1.73 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 51,019 CHF | 17,114 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 30,000 | 10,000 | 30,014 | 10,000 | 51,578 CHF | 17,285 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 51,342 CHF | 17,214 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.01% | 1.67 CHF | 1.68 CHF | 30,000 | 10,000 | 39,259 | 10,000 | 63,934 CHF | 16,459 CHF | 98.79% | 98.79% |
| 06/05/2024 | 1.08% | 1.60 CHF | 1.61 CHF | 40,000 | 10,000 | 39,813 | 9,973 | 64,156 CHF | 16,245 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.68% | 1.56 CHF | 1.59 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 7,945 CHF | 8,080 CHF | 98.61% | 98.61% |
| 02/05/2024 | 1.61% | 1.67 CHF | 1.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 8,542 CHF | 8,680 CHF | 99.01% | 99.01% |
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