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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 | 0.49% | 2.02 CHF | 2.03 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 61,020 CHF | 20,440 CHF | 99.31% | 99.31% |
| 15/05/2024 | 0.53% | 1.98 CHF | 1.99 CHF | 30,000 | 20,000 | 30,000 | 19,770 | 57,382 CHF | 38,001 CHF | 98.95% | 98.95% |
| 14/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 55,185 CHF | 36,990 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.59% | 1.84 CHF | 1.85 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 54,619 CHF | 18,314 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.54% | 1.79 CHF | 1.80 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 55,154 CHF | 18,485 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 54,942 CHF | 18,414 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.93% | 1.79 CHF | 1.80 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 52,482 CHF | 17,657 CHF | 98.79% | 98.79% |
| 06/05/2024 | 1.00% | 1.72 CHF | 1.73 CHF | 30,000 | 10,000 | 29,867 | 9,973 | 51,712 CHF | 17,442 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.56% | 1.68 CHF | 1.71 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 8,545 CHF | 8,680 CHF | 98.62% | 98.62% |
| 02/05/2024 | 1.47% | 1.79 CHF | 1.82 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 9,142 CHF | 9,277 CHF | 99.12% | 99.12% |
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