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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/05/2024 | 43.98% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 463,495 | 72,040 | 11,025 CHF | 2,604 CHF | 99.99% | 99.99% |
| 13/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,000 CHF | 3,000 CHF | 98.16% | 98.16% |
| 10/05/2024 | 28.54% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,025 CHF | 3,004 CHF | 99.44% | 99.44% |
| 08/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,000 CHF | 3,000 CHF | 99.38% | 99.38% |
| 07/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,000 CHF | 3,000 CHF | 94.67% | 94.67% |
| 06/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,000 CHF | 3,000 CHF | 100.00% | 100.00% |
| 03/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,000 CHF | 3,000 CHF | 98.63% | 98.63% |
| 02/05/2024 | 28.66% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 14,977 CHF | 2,998 CHF | 90.97% | 90.97% |
| 30/04/2024 | 20.44% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 23,845 CHF | 4,383 CHF | 100.00% | 100.00% |
| 29/04/2024 | 18.35% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,799 CHF | 4,470 CHF | 100.00% | 100.00% |
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