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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 23/05/2024 | 0.31% | 7.44 CHF | 7.46 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 21,752 CHF | 21,819 CHF | 100.00% | 100.00% |
| 22/05/2024 | 0.29% | 6.89 CHF | 6.92 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 19,698 CHF | 19,756 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.29% | 6.40 CHF | 6.41 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 25,187 CHF | 25,260 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.30% | 6.17 CHF | 6.19 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 18,499 CHF | 18,555 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.29% | 6.30 CHF | 6.32 CHF | 3,000 | 3,000 | 2,949 | 2,949 | 19,138 CHF | 19,193 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.26% | 6.34 CHF | 6.36 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 18,858 CHF | 18,908 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.26% | 6.27 CHF | 6.28 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 19,449 CHF | 19,499 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.26% | 6.46 CHF | 6.47 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 19,798 CHF | 19,849 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.26% | 6.70 CHF | 6.72 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 20,365 CHF | 20,417 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.26% | 6.75 CHF | 6.77 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 20,419 CHF | 20,471 CHF | 100.00% | 100.00% |
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