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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 | 1.55% | 0.64 CHF | 0.65 CHF | 75,000 | 75,000 | 74,886 | 74,886 | 47,976 CHF | 48,726 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.61% | 0.66 CHF | 0.67 CHF | 75,000 | 75,000 | 72,034 | 72,034 | 49,223 CHF | 49,964 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,211 CHF | 53,961 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,968 CHF | 53,718 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,274 CHF | 54,024 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,640 CHF | 56,390 CHF | 99.67% | 99.67% |
| 07/05/2024 | 1.30% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 74,962 | 74,962 | 57,476 CHF | 58,226 CHF | 99.75% | 99.75% |
| 06/05/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,117 CHF | 60,867 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,712 CHF | 64,462 CHF | 99.99% | 99.99% |
| 02/05/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,003 CHF | 67,753 CHF | 99.28% | 99.28% |
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