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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 | 4.68% | 0.21 CHF | 0.22 CHF | 150,000 | 150,000 | 149,122 | 149,122 | 31,116 CHF | 32,607 CHF | 100.00% | 100.00% |
| 15/05/2024 | 5.02% | 0.21 CHF | 0.22 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 34,060 CHF | 35,810 CHF | 100.00% | 100.00% |
| 14/05/2024 | 6.15% | 0.17 CHF | 0.18 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 35,532 CHF | 37,782 CHF | 100.00% | 100.00% |
| 13/05/2024 | 7.90% | 0.12 CHF | 0.13 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 27,389 CHF | 29,639 CHF | 100.00% | 100.00% |
| 10/05/2024 | 7.85% | 0.13 CHF | 0.14 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 27,576 CHF | 29,826 CHF | 100.00% | 100.00% |
| 08/05/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 26,998 CHF | 29,248 CHF | 100.00% | 100.00% |
| 07/05/2024 | 8.53% | 0.12 CHF | 0.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 28,098 CHF | 30,598 CHF | 100.00% | 100.00% |
| 06/05/2024 | 9.47% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 25,170 CHF | 27,670 CHF | 100.00% | 100.00% |
| 03/05/2024 | 8.73% | 0.11 CHF | 0.12 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 27,404 CHF | 29,904 CHF | 100.00% | 100.00% |
| 02/05/2024 | 9.76% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 282,510 | 282,510 | 27,561 CHF | 30,386 CHF | 100.00% | 100.00% |
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