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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 | 0.63% | 1.58 CHF | 1.59 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 63,572 CHF | 15,993 CHF | 99.31% | 99.31% |
| 15/05/2024 | 0.69% | 1.53 CHF | 1.54 CHF | 40,000 | 20,000 | 40,000 | 19,770 | 58,651 CHF | 29,176 CHF | 98.95% | 98.95% |
| 14/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 55,757 CHF | 28,079 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 55,042 CHF | 13,861 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.79% | 1.34 CHF | 1.35 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 55,668 CHF | 14,027 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.77% | 1.44 CHF | 1.45 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 55,430 CHF | 13,964 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.30% | 1.34 CHF | 1.35 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 52,165 CHF | 13,212 CHF | 98.92% | 98.92% |
| 06/05/2024 | 1.32% | 1.27 CHF | 1.29 CHF | 40,000 | 10,000 | 39,813 | 9,973 | 51,200 CHF | 12,996 CHF | 100.00% | 100.00% |
| 03/05/2024 | 2.15% | 1.24 CHF | 1.27 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 6,318 CHF | 6,456 CHF | 98.46% | 98.46% |
| 02/05/2024 | 1.95% | 1.35 CHF | 1.38 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 6,919 CHF | 7,056 CHF | 99.07% | 99.07% |
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