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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 | 2.83% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 140,008 | 74,678 | 51,839 CHF | 28,469 CHF | 88.61% | 88.61% |
| 14/05/2024 | 2.68% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 135,200 | 74,487 | 51,438 CHF | 29,128 CHF | 93.33% | 93.33% |
| 13/05/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 138,995 | 75,000 | 50,907 CHF | 28,243 CHF | 90.10% | 90.10% |
| 10/05/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 139,169 | 75,000 | 51,969 CHF | 28,771 CHF | 91.95% | 91.95% |
| 08/05/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 159,763 | 75,000 | 52,182 CHF | 25,250 CHF | 98.66% | 98.66% |
| 07/05/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 163,889 | 75,000 | 52,060 CHF | 24,590 CHF | 98.39% | 98.39% |
| 06/05/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 159,280 | 75,000 | 51,684 CHF | 25,095 CHF | 100.00% | 100.00% |
| 03/05/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 167,029 | 75,000 | 51,757 CHF | 24,014 CHF | 98.32% | 98.32% |
| 02/05/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 190,622 | 75,000 | 51,250 CHF | 20,944 CHF | 99.13% | 99.13% |
| 30/04/2024 | 3.49% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 180,977 | 75,000 | 50,933 CHF | 21,863 CHF | 100.00% | 100.00% |
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