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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 | 1.07% | 3.17 CHF | 3.20 CHF | 8,000 | 8,000 | 7,965 | 7,965 | 25,056 CHF | 25,326 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.15% | 3.23 CHF | 3.26 CHF | 9,000 | 9,000 | 8,242 | 8,242 | 26,780 CHF | 27,089 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.26% | 3.20 CHF | 3.24 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 25,541 CHF | 25,864 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.13% | 3.32 CHF | 3.36 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 26,839 CHF | 27,143 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.12% | 3.17 CHF | 3.21 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 28,714 CHF | 29,037 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.18% | 2.96 CHF | 2.99 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 26,815 CHF | 27,134 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.20% | 2.94 CHF | 2.97 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 26,331 CHF | 26,647 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.16% | 2.89 CHF | 2.92 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 26,379 CHF | 26,688 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.21% | 2.84 CHF | 2.87 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 25,582 CHF | 25,893 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.44% | 2.80 CHF | 2.84 CHF | 8,000 | 8,000 | 6,699 | 6,699 | 18,481 CHF | 18,750 CHF | 100.00% | 100.00% |
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