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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| - | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
| 21/05/2024 | 14.15% | 0.21 CHF | 0.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 17,880 CHF | 20,600 CHF | 11.23% | 11.23% |
| 17/05/2024 | 12.83% | 0.30 CHF | 0.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 21,577 CHF | 24,529 CHF | 96.53% | 96.53% |
| 16/05/2024 | 13.26% | 0.25 CHF | 0.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 19,430 CHF | 22,189 CHF | 98.47% | 98.47% |
| 15/05/2024 | 11.82% | 0.29 CHF | 0.33 CHF | 75,000 | 75,000 | 74,253 | 74,253 | 22,165 CHF | 24,926 CHF | 98.90% | 98.90% |
| 14/05/2024 | 11.94% | 0.30 CHF | 0.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 22,390 CHF | 25,224 CHF | 100.00% | 100.00% |
| 13/05/2024 | 11.65% | 0.29 CHF | 0.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 22,442 CHF | 25,211 CHF | 100.00% | 100.00% |
| 10/05/2024 | 12.12% | 0.29 CHF | 0.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,189 CHF | 22,783 CHF | 96.53% | 96.53% |
| 08/05/2024 | 13.48% | 0.27 CHF | 0.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,005 CHF | 22,889 CHF | 95.41% | 95.41% |
| 07/05/2024 | 12.49% | 0.27 CHF | 0.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,966 CHF | 23,760 CHF | 97.06% | 97.06% |
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