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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/05/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 207,800 CHF | 26,725 CHF | 99.17% | 99.17% |
| 16/05/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 220,464 CHF | 28,308 CHF | 99.17% | 99.17% |
| 15/05/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 205,110 CHF | 26,389 CHF | 99.17% | 99.17% |
| 14/05/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 176,989 CHF | 22,874 CHF | 99.16% | 99.16% |
| 13/05/2024 | 3.55% | 0.29 CHF | 0.30 CHF | 600,000 | 75,000 | 642,050 | 75,000 | 177,415 CHF | 21,634 CHF | 98.59% | 98.59% |
| 10/05/2024 | 4.97% | 0.21 CHF | 0.22 CHF | 750,000 | 75,000 | 755,178 | 75,000 | 149,627 CHF | 15,644 CHF | 99.17% | 99.17% |
| 08/05/2024 | 8.09% | 0.11 CHF | 0.12 CHF | 900,000 | 75,000 | 928,877 | 75,000 | 110,670 CHF | 9,709 CHF | 99.17% | 99.17% |
| 07/05/2024 | 10.65% | 0.08 CHF | 0.09 CHF | 1,000,000 | 75,000 | 1,000,000 | 75,000 | 89,496 CHF | 7,462 CHF | 97.94% | 97.94% |
| 06/05/2024 | 8.71% | 0.12 CHF | 0.13 CHF | 1,000,000 | 75,000 | 1,000,000 | 75,000 | 110,025 CHF | 9,002 CHF | 99.17% | 99.17% |
| 03/05/2024 | 8.67% | 0.10 CHF | 0.11 CHF | 1,000,000 | 75,000 | 1,000,000 | 75,000 | 110,514 CHF | 9,039 CHF | 99.16% | 99.16% |
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