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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 | 4.44% | 0.22 CHF | 0.23 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 49,500 CHF | 17,250 CHF | 98.48% | 98.48% |
| 15/05/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 52,126 CHF | 18,125 CHF | 98.33% | 98.33% |
| 14/05/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 52,243 CHF | 18,164 CHF | 99.36% | 99.36% |
| 13/05/2024 | 4.16% | 0.24 CHF | 0.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 52,958 CHF | 18,403 CHF | 98.94% | 98.94% |
| 10/05/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 54,077 CHF | 18,776 CHF | 99.36% | 99.36% |
| 08/05/2024 | 3.97% | 0.24 CHF | 0.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 55,629 CHF | 19,293 CHF | 99.36% | 99.36% |
| 07/05/2024 | 4.20% | 0.24 CHF | 0.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 52,568 CHF | 18,273 CHF | 94.72% | 94.72% |
| 06/05/2024 | 4.60% | 0.21 CHF | 0.22 CHF | 225,000 | 75,000 | 226,950 | 75,650 | 48,239 CHF | 16,836 CHF | 99.36% | 99.36% |
| 03/05/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 49,349 CHF | 17,200 CHF | 99.36% | 99.36% |
| 02/05/2024 | 4.55% | 0.22 CHF | 0.23 CHF | 225,000 | 75,000 | 254,874 | 84,958 | 54,623 CHF | 19,057 CHF | 99.36% | 99.36% |
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