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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 | 13.11% | 0.07 CHF | 0.08 CHF | 454,546 | 75,000 | 465,593 | 75,000 | 33,246 CHF | 6,106 CHF | 99.29% | 99.29% |
| 15/05/2024 | 13.62% | 0.07 CHF | 0.08 CHF | 491,105 | 75,000 | 497,287 | 74,759 | 34,218 CHF | 5,895 CHF | 94.23% | 94.23% |
| 14/05/2024 | 13.38% | 0.07 CHF | 0.08 CHF | 460,395 | 75,000 | 490,190 | 75,000 | 34,211 CHF | 5,985 CHF | 79.36% | 79.36% |
| 13/05/2024 | 13.98% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 33,418 CHF | 5,763 CHF | 64.99% | 64.99% |
| 10/05/2024 | 13.26% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 481,266 | 75,000 | 33,948 CHF | 6,041 CHF | 97.10% | 97.10% |
| 08/05/2024 | 10.47% | 0.09 CHF | 0.10 CHF | 427,167 | 75,000 | 418,710 | 75,000 | 37,907 CHF | 7,540 CHF | 100.00% | 100.00% |
| 07/05/2024 | 9.86% | 0.09 CHF | 0.10 CHF | 413,598 | 75,000 | 412,843 | 75,000 | 39,886 CHF | 8,000 CHF | 95.68% | 95.68% |
| 06/05/2024 | 10.54% | 0.09 CHF | 0.10 CHF | 445,431 | 75,000 | 438,509 | 75,000 | 39,417 CHF | 7,492 CHF | 97.19% | 97.19% |
| 03/05/2024 | 10.63% | 0.09 CHF | 0.10 CHF | 414,822 | 75,000 | 422,470 | 75,000 | 37,670 CHF | 7,438 CHF | 91.83% | 91.83% |
| 02/05/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 462,856 | 75,000 | 445,950 | 75,000 | 35,704 CHF | 6,755 CHF | 93.48% | 93.48% |
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