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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/05/2024 | 46.94% | 0.02 CHF | 0.03 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 5,388 CHF | 8,688 CHF | 99.45% | 99.45% |
| 10/05/2024 | 48.70% | 0.02 CHF | 0.03 CHF | 330,000 | 330,000 | 329,930 | 329,930 | 5,146 CHF | 8,446 CHF | 100.00% | 100.00% |
| 08/05/2024 | 58.82% | 0.01 CHF | 0.02 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 4,080 CHF | 7,480 CHF | 98.62% | 98.62% |
| 07/05/2024 | 60.91% | 0.01 CHF | 0.02 CHF | 340,000 | 340,000 | 339,432 | 339,432 | 3,902 CHF | 7,302 CHF | 99.96% | 99.96% |
| 06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 340,000 | 340,000 | 340,571 | 340,571 | 3,406 CHF | 6,811 CHF | 100.00% | 100.00% |
| 03/05/2024 | 68.71% | 0.01 CHF | 0.02 CHF | 350,000 | 350,000 | 348,973 | 348,973 | 3,415 CHF | 6,979 CHF | 100.00% | 100.00% |
| 02/05/2024 | 51.13% | 0.01 CHF | 0.02 CHF | 350,000 | 350,000 | 342,909 | 342,909 | 5,039 CHF | 8,468 CHF | 98.52% | 98.52% |
| 30/04/2024 | 51.95% | 0.02 CHF | 0.03 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 4,853 CHF | 8,253 CHF | 100.00% | 100.00% |
| 29/04/2024 | 47.24% | 0.02 CHF | 0.03 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 5,501 CHF | 8,901 CHF | 100.00% | 100.00% |
| 26/04/2024 | 47.77% | 0.02 CHF | 0.03 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 5,419 CHF | 8,819 CHF | 98.86% | 98.86% |
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