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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 21.56% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 74,162 | 22,806 CHF | 4,188 CHF | 89.54% | 89.54% |
| 14/05/2024 | 18.85% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 493,677 | 74,487 | 24,363 CHF | 4,435 CHF | 93.33% | 93.33% |
| 13/05/2024 | 20.77% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 23,696 CHF | 4,369 CHF | 90.10% | 90.10% |
| 10/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 25,000 CHF | 4,500 CHF | 91.95% | 91.95% |
| 08/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,000 CHF | 3,750 CHF | 98.66% | 98.66% |
| 07/05/2024 | 22.13% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,117 CHF | 3,768 CHF | 95.91% | 95.91% |
| 06/05/2024 | 20.55% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 22,071 CHF | 4,061 CHF | 100.00% | 100.00% |
| 03/05/2024 | 22.19% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,035 CHF | 3,755 CHF | 98.53% | 98.53% |
| 02/05/2024 | 25.70% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 17,265 CHF | 3,340 CHF | 99.13% | 99.13% |
| 30/04/2024 | 22.35% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 19,898 CHF | 3,735 CHF | 100.00% | 100.00% |
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