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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 | 1.30% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,141 CHF | 57,891 CHF | 99.88% | 99.88% |
| 15/05/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,625 CHF | 54,375 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,456 CHF | 53,206 CHF | 99.79% | 99.79% |
| 13/05/2024 | 1.51% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 49,342 CHF | 50,092 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 46,969 CHF | 47,719 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 44,005 CHF | 44,755 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 42,370 CHF | 43,120 CHF | 99.84% | 99.84% |
| 06/05/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 34,790 CHF | 35,540 CHF | 99.83% | 99.83% |
| 03/05/2024 | 2.41% | 0.44 CHF | 0.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 30,811 CHF | 31,561 CHF | 99.99% | 99.99% |
| 02/05/2024 | 3.15% | 0.36 CHF | 0.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 23,513 CHF | 24,263 CHF | 100.00% | 100.00% |
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