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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 | 2.27% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,595 CHF | 55,845 CHF | 99.90% | 99.90% |
| 15/05/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,346 CHF | 57,596 CHF | 100.00% | 100.00% |
| 14/05/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 59,040 CHF | 60,290 CHF | 99.77% | 99.77% |
| 13/05/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,034 CHF | 59,284 CHF | 100.00% | 100.00% |
| 10/05/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,410 CHF | 59,660 CHF | 100.00% | 100.00% |
| 08/05/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 60,515 CHF | 61,765 CHF | 96.89% | 96.89% |
| 07/05/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,820 CHF | 60,070 CHF | 99.83% | 99.83% |
| 06/05/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,662 CHF | 57,912 CHF | 99.76% | 99.76% |
| 03/05/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 124,469 | 124,469 | 57,718 CHF | 58,963 CHF | 99.99% | 99.99% |
| 02/05/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,267 CHF | 52,267 CHF | 100.00% | 100.00% |
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