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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 | 2.07% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 108,975 | 100,000 | 52,063 CHF | 48,797 CHF | 88.56% | 88.56% |
| 15/05/2024 | 1.96% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 103,289 | 99,202 | 52,317 CHF | 51,340 CHF | 92.57% | 92.57% |
| 14/05/2024 | 4.67% | 0.52 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,520 CHF | 28,835 CHF | 99.99% | 99.99% |
| 13/05/2024 | 5.28% | 0.53 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,499 CHF | 26,882 CHF | 100.00% | 100.00% |
| 10/05/2024 | 3.99% | 0.50 CHF | 0.53 CHF | 50,000 | 50,000 | 69,789 | 69,789 | 36,077 CHF | 37,321 CHF | 83.72% | 83.72% |
| 08/05/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 88,616 | 75,000 | 54,298 CHF | 46,727 CHF | 99.64% | 99.64% |
| 07/05/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,545 CHF | 50,949 CHF | 97.06% | 97.06% |
| 06/05/2024 | 1.43% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 79,475 | 75,000 | 55,276 CHF | 52,925 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.31% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,055 | 75,000 | 56,979 CHF | 57,690 CHF | 97.94% | 97.94% |
| 02/05/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,195 CHF | 60,945 CHF | 99.40% | 99.40% |
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