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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 | 1.90% | 0.52 CHF | 0.53 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 391,771 CHF | 53,236 CHF | 92.96% | 92.96% |
| 15/05/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 407,674 CHF | 55,357 CHF | 97.16% | 97.16% |
| 14/05/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 420,448 CHF | 57,060 CHF | 93.77% | 93.77% |
| 13/05/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 435,092 CHF | 59,012 CHF | 92.10% | 92.10% |
| 10/05/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 453,516 CHF | 61,469 CHF | 95.32% | 95.32% |
| 08/05/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 464,046 CHF | 62,873 CHF | 98.59% | 98.59% |
| 07/05/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 573,337 CHF | 77,445 CHF | 99.24% | 99.24% |
| 06/05/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 580,144 CHF | 78,353 CHF | 95.69% | 95.69% |
| 03/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 592,531 CHF | 80,004 CHF | 99.09% | 99.09% |
| 02/05/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 613,677 CHF | 82,824 CHF | 99.09% | 99.09% |
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