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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 | 1.08% | 3.22 CHF | 3.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 62,936 CHF | 63,621 CHF | 99.30% | 99.30% |
| 15/05/2024 | 1.27% | 2.99 CHF | 3.02 CHF | 20,000 | 20,000 | 20,000 | 19,795 | 58,240 CHF | 58,363 CHF | 98.84% | 98.84% |
| 14/05/2024 | 1.10% | 3.11 CHF | 3.14 CHF | 20,000 | 20,000 | 19,754 | 19,754 | 61,173 CHF | 61,846 CHF | 99.86% | 99.86% |
| 13/05/2024 | 1.13% | 2.88 CHF | 2.92 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 57,734 CHF | 58,391 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.10% | 2.92 CHF | 2.96 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 60,281 CHF | 60,945 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.09% | 2.91 CHF | 2.94 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 57,750 CHF | 58,385 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.18% | 2.81 CHF | 2.84 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 55,587 CHF | 56,247 CHF | 98.92% | 98.92% |
| 06/05/2024 | 1.16% | 2.80 CHF | 2.84 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 57,605 CHF | 58,278 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.98% | 2.93 CHF | 2.96 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 62,519 CHF | 63,136 CHF | 97.72% | 97.72% |
| 02/05/2024 | 1.15% | 2.61 CHF | 2.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,655 CHF | 66,412 CHF | 98.96% | 98.96% |
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