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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 | 3.13% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 165,672 | 75,000 | 52,051 CHF | 24,325 CHF | 98.61% | 98.61% |
| 15/05/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 171,259 | 74,243 | 51,737 CHF | 23,181 CHF | 98.94% | 98.94% |
| 14/05/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 173,579 | 75,000 | 51,789 CHF | 23,145 CHF | 100.00% | 100.00% |
| 13/05/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 183,443 | 75,000 | 51,195 CHF | 21,697 CHF | 100.00% | 100.00% |
| 10/05/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 173,765 | 75,000 | 51,682 CHF | 23,069 CHF | 100.00% | 100.00% |
| 08/05/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 150,000 | 75,000 | 51,012 CHF | 26,256 CHF | 100.00% | 100.00% |
| 07/05/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 152,191 | 75,000 | 52,372 CHF | 26,574 CHF | 98.82% | 98.82% |
| 06/05/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 158,572 | 75,000 | 52,434 CHF | 25,556 CHF | 100.00% | 100.00% |
| 03/05/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 154,951 | 75,000 | 51,958 CHF | 25,912 CHF | 98.64% | 98.64% |
| 02/05/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 160,000 | 75,000 | 51,201 CHF | 24,751 CHF | 99.12% | 99.12% |
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