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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 | 1.95% | 5.00 CHF | 5.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 254,451 CHF | 259,451 CHF | 86.97% | 86.97% |
| 15/05/2024 | 2.10% | 4.86 CHF | 4.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 235,761 CHF | 240,761 CHF | 100.00% | 100.00% |
| 14/05/2024 | 2.21% | 4.61 CHF | 4.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 448,509 CHF | 458,509 CHF | 99.95% | 99.95% |
| 13/05/2024 | 2.29% | 4.37 CHF | 4.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 431,416 CHF | 441,416 CHF | 100.00% | 100.00% |
| 10/05/2024 | 2.27% | 4.35 CHF | 4.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 217,821 CHF | 222,821 CHF | 94.52% | 94.52% |
| 08/05/2024 | 2.08% | 4.74 CHF | 4.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 238,273 CHF | 243,273 CHF | 99.99% | 99.99% |
| 07/05/2024 | 2.15% | 4.68 CHF | 4.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,989 CHF | 234,989 CHF | 93.95% | 93.95% |
| 06/05/2024 | 2.11% | 4.68 CHF | 4.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,938 CHF | 239,938 CHF | 99.99% | 99.99% |
| 03/05/2024 | 2.05% | 4.99 CHF | 5.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 241,124 CHF | 246,124 CHF | 99.85% | 99.85% |
| 02/05/2024 | 2.03% | 4.68 CHF | 4.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 243,380 CHF | 248,380 CHF | 99.97% | 99.97% |
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