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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 27/05/2024 | 1.56% | 0.80 CHF | 0.82 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 4,810 CHF | 4,885 CHF | 99.92% | 99.92% |
| 24/05/2024 | 1.84% | 0.77 CHF | 0.79 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 4,586 CHF | 4,670 CHF | 100.00% | 100.00% |
| 23/05/2024 | 1.77% | 0.76 CHF | 0.78 CHF | 6,000 | 6,000 | 5,691 | 5,691 | 4,364 CHF | 4,442 CHF | 100.00% | 100.00% |
| 22/05/2024 | 1.44% | 0.75 CHF | 0.77 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 2,880 CHF | 2,922 CHF | 100.00% | 100.00% |
| 21/05/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 2,859 CHF | 2,899 CHF | 100.00% | 100.00% |
| 17/05/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 2,884 CHF | 2,924 CHF | 100.00% | 100.00% |
| 16/05/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 4,000 | 4,000 | 3,965 | 3,965 | 2,876 CHF | 2,916 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 4,000 | 4,000 | 4,758 | 4,758 | 3,408 CHF | 3,457 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 3,500 CHF | 3,550 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 3,218 CHF | 3,268 CHF | 100.00% | 100.00% |
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