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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 | 1.78% | 3.73 CHF | 3.79 CHF | 20,000 | 5,000 | 11,124 | 3,732 | 41,829 CHF | 14,457 CHF | 99.32% | 99.32% |
| 15/05/2024 | 1.53% | 3.89 CHF | 3.95 CHF | 20,000 | 5,000 | 20,000 | 4,975 | 77,955 CHF | 19,692 CHF | 98.95% | 98.95% |
| 14/05/2024 | 1.64% | 3.89 CHF | 3.96 CHF | 20,000 | 5,000 | 20,000 | 5,000 | 85,219 CHF | 21,656 CHF | 97.26% | 97.26% |
| 13/05/2024 | 1.50% | 4.71 CHF | 4.78 CHF | 20,000 | 5,000 | 11,935 | 5,000 | 59,600 CHF | 25,501 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.55% | 5.01 CHF | 5.09 CHF | 10,000 | 5,000 | 15,230 | 5,000 | 75,372 CHF | 25,249 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.57% | 5.12 CHF | 5.20 CHF | 10,000 | 5,000 | 14,288 | 5,000 | 70,975 CHF | 25,348 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.53% | 5.12 CHF | 5.20 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 53,707 CHF | 27,269 CHF | 99.98% | 99.98% |
| 06/05/2024 | 1.69% | 5.39 CHF | 5.49 CHF | 10,000 | 2,500 | 9,953 | 2,493 | 55,341 CHF | 14,101 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.76% | 6.23 CHF | 6.34 CHF | 1,250 | 1,250 | 1,250 | 1,250 | 7,746 CHF | 7,884 CHF | 98.55% | 98.55% |
| 02/05/2024 | 2.01% | 5.94 CHF | 6.07 CHF | 1,250 | 1,250 | 1,250 | 1,250 | 7,954 CHF | 8,115 CHF | 99.08% | 99.08% |
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