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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 | 1.59% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,474 CHF | 63,474 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,292 CHF | 64,292 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,053 CHF | 63,053 CHF | 92.25% | 92.25% |
| 13/05/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,098 CHF | 63,098 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,169 CHF | 64,169 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,979 CHF | 56,979 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.99% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 114,690 | 114,690 | 56,921 CHF | 58,068 CHF | 100.00% | 100.00% |
| 06/05/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,102 CHF | 58,352 CHF | 100.00% | 100.00% |
| 03/05/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,316 CHF | 54,566 CHF | 97.87% | 97.87% |
| 02/05/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,233 CHF | 53,483 CHF | 100.00% | 100.00% |
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