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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 | 6.39% | 0.15 CHF | 0.16 CHF | 304,653 | 75,000 | 306,848 | 75,000 | 46,484 CHF | 12,112 CHF | 98.05% | 98.05% |
| 15/05/2024 | 6.62% | 0.15 CHF | 0.16 CHF | 315,598 | 75,000 | 321,646 | 74,759 | 47,038 CHF | 11,688 CHF | 94.23% | 94.23% |
| 14/05/2024 | 6.58% | 0.15 CHF | 0.16 CHF | 307,802 | 75,000 | 320,154 | 75,000 | 47,085 CHF | 11,787 CHF | 79.36% | 79.36% |
| 13/05/2024 | 6.96% | 0.14 CHF | 0.15 CHF | 330,625 | 75,000 | 340,303 | 75,000 | 47,248 CHF | 11,178 CHF | 64.99% | 64.99% |
| 10/05/2024 | 6.52% | 0.14 CHF | 0.15 CHF | 331,560 | 75,000 | 321,582 | 75,000 | 47,778 CHF | 11,895 CHF | 97.10% | 97.10% |
| 08/05/2024 | 5.53% | 0.17 CHF | 0.18 CHF | 289,935 | 75,000 | 284,198 | 75,000 | 50,028 CHF | 13,959 CHF | 94.43% | 94.43% |
| 07/05/2024 | 5.25% | 0.18 CHF | 0.19 CHF | 280,000 | 75,000 | 274,949 | 75,000 | 50,978 CHF | 14,668 CHF | 97.50% | 97.50% |
| 06/05/2024 | 5.50% | 0.17 CHF | 0.18 CHF | 297,652 | 75,000 | 284,762 | 75,000 | 50,360 CHF | 14,023 CHF | 89.44% | 89.44% |
| 03/05/2024 | 5.53% | 0.17 CHF | 0.18 CHF | 297,711 | 75,000 | 285,391 | 75,000 | 50,163 CHF | 13,941 CHF | 91.82% | 91.82% |
| 02/05/2024 | 5.97% | 0.16 CHF | 0.17 CHF | 306,500 | 75,000 | 305,166 | 75,000 | 49,634 CHF | 12,952 CHF | 90.95% | 90.95% |
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