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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/05/2024 | 37.14% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 17,445 CHF | 3,794 CHF | 84.77% | 84.77% |
| 28/05/2024 | 32.54% | 0.04 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 21,510 CHF | 4,469 CHF | 100.00% | 100.00% |
| 27/05/2024 | 24.74% | 0.04 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 23,498 CHF | 4,500 CHF | 100.00% | 100.00% |
| 24/05/2024 | 26.79% | 0.05 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,063 CHF | 4,726 CHF | 93.55% | 93.55% |
| 23/05/2024 | 37.23% | 0.04 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,434 CHF | 4,463 CHF | 99.41% | 99.41% |
| 22/05/2024 | 28.77% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,255 CHF | 4,827 CHF | 97.30% | 97.30% |
| 21/05/2024 | 30.38% | 0.05 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,107 CHF | 4,817 CHF | 100.00% | 100.00% |
| 17/05/2024 | 41.77% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,100 CHF | 3,481 CHF | 100.00% | 100.00% |
| 16/05/2024 | 44.52% | 0.03 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,473 CHF | 3,650 CHF | 99.25% | 99.25% |
| 15/05/2024 | 32.09% | 0.05 CHF | 0.07 CHF | 500,000 | 75,000 | 495,906 | 74,254 | 21,884 CHF | 4,501 CHF | 98.90% | 98.90% |
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