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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 | 2.52% | 4.28 CHF | 4.39 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 87,957 CHF | 45,099 CHF | 98.83% | 98.83% |
| 15/05/2024 | 2.46% | 4.70 CHF | 4.81 CHF | 20,000 | 10,000 | 20,000 | 9,924 | 92,959 CHF | 47,273 CHF | 98.95% | 98.95% |
| 14/05/2024 | 2.39% | 4.75 CHF | 4.86 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 90,818 CHF | 46,506 CHF | 99.99% | 99.99% |
| 13/05/2024 | 2.31% | 4.44 CHF | 4.54 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 88,186 CHF | 45,123 CHF | 100.00% | 100.00% |
| 10/05/2024 | 2.16% | 4.27 CHF | 4.36 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 81,935 CHF | 83,726 CHF | 100.00% | 100.00% |
| 08/05/2024 | 2.25% | 3.69 CHF | 3.77 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 73,849 CHF | 75,529 CHF | 100.00% | 100.00% |
| 07/05/2024 | 2.17% | 3.47 CHF | 3.54 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 66,284 CHF | 67,739 CHF | 98.92% | 98.92% |
| 06/05/2024 | 2.29% | 2.99 CHF | 3.07 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 62,272 CHF | 63,714 CHF | 100.00% | 100.00% |
| 03/05/2024 | 2.48% | 2.97 CHF | 3.04 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 62,703 CHF | 64,273 CHF | 98.63% | 98.63% |
| 02/05/2024 | 2.41% | 3.24 CHF | 3.32 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,682 CHF | 67,282 CHF | 98.93% | 98.93% |
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