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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 23/05/2024 | 1.40% | 3.74 CHF | 3.79 CHF | 20,000 | 20,000 | 19,276 | 19,276 | 69,677 CHF | 70,646 CHF | 99.13% | 99.13% |
| 22/05/2024 | 1.91% | 3.45 CHF | 3.52 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 17,443 CHF | 17,779 CHF | 97.49% | 97.49% |
| 21/05/2024 | 1.96% | 3.97 CHF | 4.05 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 19,304 CHF | 19,686 CHF | 86.75% | 86.75% |
| 17/05/2024 | 1.93% | 3.84 CHF | 3.92 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 20,167 CHF | 20,559 CHF | 100.00% | 100.00% |
| 16/05/2024 | 1.10% | 4.77 CHF | 4.82 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 93,211 CHF | 47,121 CHF | 99.30% | 99.30% |
| 15/05/2024 | 1.09% | 4.37 CHF | 4.42 CHF | 20,000 | 10,000 | 20,000 | 9,975 | 88,457 CHF | 44,602 CHF | 98.93% | 98.93% |
| 14/05/2024 | 1.44% | 4.24 CHF | 4.30 CHF | 20,000 | 10,000 | 19,619 | 9,873 | 76,912 CHF | 39,267 CHF | 99.97% | 99.97% |
| 13/05/2024 | 1.46% | 4.07 CHF | 4.13 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 81,500 CHF | 41,349 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.30% | 4.06 CHF | 4.11 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 81,685 CHF | 82,750 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.43% | 3.66 CHF | 3.72 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 74,448 CHF | 75,522 CHF | 100.00% | 100.00% |
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