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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 | 0.34% | 43.90 CHF | 44.04 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 83,531 CHF | 83,815 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.37% | 36.98 CHF | 37.12 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 74,155 CHF | 74,431 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.40% | 36.70 CHF | 36.84 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 70,974 CHF | 71,257 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.38% | 37.52 CHF | 37.67 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 76,166 CHF | 76,457 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.37% | 38.82 CHF | 38.96 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 77,291 CHF | 77,577 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.37% | 38.14 CHF | 38.28 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 74,903 CHF | 75,177 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.36% | 36.25 CHF | 36.38 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 106,253 CHF | 106,640 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.36% | 33.60 CHF | 33.72 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 99,420 CHF | 99,779 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.39% | 30.68 CHF | 30.80 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 94,319 CHF | 94,684 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.39% | 31.46 CHF | 31.59 CHF | 3,000 | 3,000 | 2,350 | 2,350 | 75,243 CHF | 75,541 CHF | 100.00% | 100.00% |
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