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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 | 21.37% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 463,500 | 72,041 | 22,354 CHF | 4,239 CHF | 100.00% | 100.00% |
| 13/05/2024 | 16.86% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 27,361 CHF | 4,854 CHF | 98.16% | 98.16% |
| 10/05/2024 | 17.45% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 26,320 CHF | 4,698 CHF | 99.44% | 99.44% |
| 08/05/2024 | 18.22% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,957 CHF | 4,494 CHF | 99.38% | 99.38% |
| 07/05/2024 | 18.20% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,980 CHF | 4,497 CHF | 94.67% | 94.67% |
| 06/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 25,000 CHF | 4,500 CHF | 100.00% | 100.00% |
| 03/05/2024 | 18.28% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,877 CHF | 4,482 CHF | 98.63% | 98.63% |
| 02/05/2024 | 18.86% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,194 CHF | 4,379 CHF | 90.97% | 90.97% |
| 30/04/2024 | 11.26% | 0.08 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 42,239 CHF | 7,090 CHF | 100.00% | 100.00% |
| 29/04/2024 | 10.13% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 46,965 CHF | 7,795 CHF | 100.00% | 100.00% |
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