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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 1.91% | 4.02 CHF | 4.09 CHF | 20,000 | 10,000 | 20,000 | 9,921 | 73,942 CHF | 37,370 CHF | 95.62% | 95.62% |
| 14/05/2024 | 3.40% | 2.74 CHF | 2.84 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 14,668 CHF | 15,173 CHF | 97.83% | 97.83% |
| 13/05/2024 | 2.60% | 3.31 CHF | 3.40 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 68,760 CHF | 26,465 CHF | 98.95% | 98.95% |
| 10/05/2024 | 2.29% | 3.78 CHF | 3.88 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 78,777 CHF | 30,226 CHF | 80.90% | 80.90% |
| 08/05/2024 | 2.19% | 3.56 CHF | 3.64 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 75,498 CHF | 38,583 CHF | 95.66% | 95.66% |
| 07/05/2024 | 2.41% | 3.54 CHF | 3.62 CHF | 20,000 | 10,000 | 18,654 | 9,551 | 63,731 CHF | 33,427 CHF | 98.23% | 98.23% |
| 06/05/2024 | 2.38% | 3.28 CHF | 3.37 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 68,923 CHF | 35,291 CHF | 97.26% | 97.26% |
| 03/05/2024 | 2.07% | 3.49 CHF | 3.57 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 69,027 CHF | 35,237 CHF | 95.53% | 95.53% |
| 02/05/2024 | 2.14% | 3.12 CHF | 3.19 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 66,211 CHF | 33,822 CHF | 98.67% | 98.67% |
| 30/04/2024 | 2.77% | 3.05 CHF | 3.14 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 63,120 CHF | 32,445 CHF | 99.22% | 99.22% |
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