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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 | 2.05% | 0.48 CHF | 0.49 CHF | 75,000 | 75,000 | 74,882 | 74,882 | 36,246 CHF | 36,996 CHF | 100.00% | 100.00% |
| 15/05/2024 | 2.15% | 0.49 CHF | 0.50 CHF | 75,000 | 75,000 | 72,034 | 72,034 | 36,623 CHF | 37,363 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 39,685 CHF | 40,435 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 39,445 CHF | 40,195 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 39,710 CHF | 40,460 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 41,184 CHF | 41,934 CHF | 99.67% | 99.67% |
| 07/05/2024 | 1.73% | 0.54 CHF | 0.55 CHF | 75,000 | 75,000 | 74,965 | 74,965 | 43,118 CHF | 43,868 CHF | 99.74% | 99.74% |
| 06/05/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 44,825 CHF | 45,575 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 47,162 CHF | 47,912 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 49,444 CHF | 50,194 CHF | 99.41% | 99.41% |
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