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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 | 2.28% | 0.43 CHF | 0.44 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 97,742 CHF | 22,221 CHF | 99.17% | 99.17% |
| 15/05/2024 | 2.01% | 0.47 CHF | 0.48 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 111,286 CHF | 25,230 CHF | 94.33% | 94.33% |
| 14/05/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 100,820 CHF | 34,357 CHF | 99.16% | 99.16% |
| 13/05/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 102,906 CHF | 35,052 CHF | 98.53% | 98.53% |
| 10/05/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 225,000 | 75,000 | 226,599 | 75,000 | 92,400 CHF | 31,353 CHF | 99.01% | 99.01% |
| 08/05/2024 | 2.97% | 0.32 CHF | 0.33 CHF | 300,000 | 75,000 | 299,744 | 75,000 | 100,423 CHF | 25,882 CHF | 98.84% | 98.84% |
| 07/05/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 225,000 | 75,000 | 278,047 | 75,000 | 119,932 CHF | 33,215 CHF | 97.93% | 97.93% |
| 06/05/2024 | 2.35% | 0.39 CHF | 0.40 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 126,254 CHF | 32,314 CHF | 99.17% | 99.17% |
| 03/05/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 129,514 CHF | 33,129 CHF | 99.16% | 99.16% |
| 02/05/2024 | 3.08% | 0.34 CHF | 0.35 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 96,546 CHF | 24,886 CHF | 99.15% | 99.15% |
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