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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 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 25,000 CHF | 4,500 CHF | 99.32% | 99.32% |
| 15/05/2024 | 20.60% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 74,759 | 22,010 CHF | 4,037 CHF | 94.23% | 94.23% |
| 14/05/2024 | 20.22% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 22,475 CHF | 4,121 CHF | 79.42% | 79.42% |
| 13/05/2024 | 21.25% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 21,199 CHF | 3,930 CHF | 68.56% | 68.56% |
| 10/05/2024 | 18.20% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,973 CHF | 4,496 CHF | 98.36% | 98.36% |
| 08/05/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 30,000 CHF | 5,250 CHF | 100.00% | 100.00% |
| 07/05/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 30,000 CHF | 5,250 CHF | 96.35% | 96.35% |
| 06/05/2024 | 15.42% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 29,944 CHF | 5,242 CHF | 97.40% | 97.40% |
| 03/05/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 30,000 CHF | 5,250 CHF | 91.90% | 91.90% |
| 02/05/2024 | 16.54% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 27,936 CHF | 4,940 CHF | 95.56% | 95.56% |
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