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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 | 6.08% | 0.15 CHF | 0.16 CHF | 70,000 | 70,000 | 68,790 | 68,790 | 10,978 CHF | 11,666 CHF | 100.00% | 100.00% |
| 15/05/2024 | 6.47% | 0.15 CHF | 0.16 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 10,485 CHF | 11,185 CHF | 100.00% | 100.00% |
| 14/05/2024 | 6.11% | 0.15 CHF | 0.16 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 11,120 CHF | 11,820 CHF | 100.00% | 100.00% |
| 13/05/2024 | 5.82% | 0.16 CHF | 0.17 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 11,690 CHF | 12,390 CHF | 100.00% | 100.00% |
| 10/05/2024 | 5.51% | 0.17 CHF | 0.18 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 12,358 CHF | 13,058 CHF | 100.00% | 100.00% |
| 08/05/2024 | 5.43% | 0.17 CHF | 0.18 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 12,550 CHF | 13,250 CHF | 100.00% | 100.00% |
| 07/05/2024 | 5.49% | 0.18 CHF | 0.19 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 12,412 CHF | 13,112 CHF | 100.00% | 100.00% |
| 06/05/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 12,594 CHF | 13,294 CHF | 100.00% | 100.00% |
| 03/05/2024 | 5.42% | 0.18 CHF | 0.19 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 12,584 CHF | 13,284 CHF | 100.00% | 100.00% |
| 02/05/2024 | 6.19% | 0.15 CHF | 0.16 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 10,962 CHF | 11,662 CHF | 100.00% | 100.00% |
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