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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 | 1.83% | 4.00 CHF | 4.08 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 89,893 CHF | 34,331 CHF | 88.56% | 88.56% |
| 15/05/2024 | 1.73% | 4.66 CHF | 4.73 CHF | 20,000 | 10,000 | 20,000 | 9,920 | 83,972 CHF | 42,354 CHF | 92.57% | 92.57% |
| 14/05/2024 | 2.47% | 3.97 CHF | 4.06 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 18,226 CHF | 18,681 CHF | 99.99% | 99.99% |
| 13/05/2024 | 2.40% | 3.89 CHF | 3.99 CHF | 3,750 | 3,750 | 3,750 | 3,750 | 15,449 CHF | 15,824 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.70% | 4.25 CHF | 4.33 CHF | 5,000 | 5,000 | 10,937 | 6,979 | 45,837 CHF | 29,749 CHF | 83.72% | 83.72% |
| 08/05/2024 | 1.66% | 3.36 CHF | 3.42 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 68,973 CHF | 35,065 CHF | 99.64% | 99.64% |
| 07/05/2024 | 1.84% | 3.19 CHF | 3.24 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 61,086 CHF | 31,109 CHF | 97.06% | 97.06% |
| 06/05/2024 | 1.65% | 3.09 CHF | 3.14 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 58,734 CHF | 29,856 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.70% | 2.76 CHF | 2.80 CHF | 20,000 | 20,000 | 20,984 | 20,000 | 54,874 CHF | 53,361 CHF | 97.83% | 97.83% |
| 02/05/2024 | 1.72% | 2.48 CHF | 2.52 CHF | 30,000 | 20,000 | 28,587 | 20,000 | 69,370 CHF | 49,482 CHF | 99.38% | 99.38% |
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