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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 | 1.02% | 0.98 CHF | 0.99 CHF | 30,000 | 30,000 | 29,648 | 29,648 | 28,792 CHF | 29,089 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 28,685 CHF | 28,985 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 31,752 CHF | 32,102 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.07% | 0.87 CHF | 0.88 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 27,784 CHF | 28,084 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 30,512 CHF | 30,862 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 27,157 CHF | 27,507 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 29,222 CHF | 29,572 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 30,611 CHF | 31,011 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 29,967 CHF | 30,367 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,093 CHF | 33,593 CHF | 100.00% | 100.00% |
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