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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 | 0.43% | 17.50 CHF | 17.57 CHF | 5,000 | 5,000 | 4,982 | 4,982 | 81,941 CHF | 82,298 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.49% | 14.03 CHF | 14.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 70,414 CHF | 70,761 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.54% | 13.89 CHF | 13.97 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 66,394 CHF | 66,754 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.51% | 14.32 CHF | 14.39 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 73,028 CHF | 73,403 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.49% | 14.99 CHF | 15.06 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 74,510 CHF | 74,876 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.48% | 14.65 CHF | 14.72 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 71,497 CHF | 71,843 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.48% | 13.68 CHF | 13.74 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 79,714 CHF | 80,095 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.47% | 12.39 CHF | 12.45 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 85,214 CHF | 85,614 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.52% | 11.00 CHF | 11.06 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 68,202 CHF | 68,554 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.53% | 11.37 CHF | 11.43 CHF | 6,000 | 6,000 | 5,350 | 5,350 | 62,422 CHF | 62,755 CHF | 100.00% | 100.00% |
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