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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 | 4.63% | 0.21 CHF | 0.22 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 47,439 CHF | 16,563 CHF | 98.47% | 98.47% |
| 15/05/2024 | 4.33% | 0.22 CHF | 0.23 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 50,882 CHF | 17,711 CHF | 98.33% | 98.33% |
| 14/05/2024 | 4.25% | 0.22 CHF | 0.23 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 51,759 CHF | 18,003 CHF | 99.36% | 99.36% |
| 13/05/2024 | 4.26% | 0.24 CHF | 0.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 51,801 CHF | 18,017 CHF | 98.94% | 98.94% |
| 10/05/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 54,071 CHF | 18,774 CHF | 99.36% | 99.36% |
| 08/05/2024 | 3.97% | 0.24 CHF | 0.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 55,542 CHF | 19,264 CHF | 99.35% | 99.35% |
| 07/05/2024 | 4.11% | 0.25 CHF | 0.26 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 53,781 CHF | 18,677 CHF | 94.69% | 94.69% |
| 06/05/2024 | 4.60% | 0.21 CHF | 0.22 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 47,829 CHF | 16,693 CHF | 99.37% | 99.37% |
| 03/05/2024 | 4.43% | 0.21 CHF | 0.22 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 49,732 CHF | 17,327 CHF | 99.36% | 99.36% |
| 02/05/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 48,339 CHF | 16,863 CHF | 99.36% | 99.36% |
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