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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 | 0.47% | 2.96 CHF | 2.98 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 105,078 CHF | 105,577 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.42% | 3.11 CHF | 3.13 CHF | 40,000 | 40,000 | 43,787 | 43,787 | 133,388 CHF | 133,952 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.43% | 2.91 CHF | 2.93 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 125,534 CHF | 126,076 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.42% | 2.79 CHF | 2.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,750 CHF | 141,335 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.43% | 2.63 CHF | 2.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,946 CHF | 126,483 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.48% | 2.37 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,764 CHF | 122,354 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 166,567 CHF | 167,167 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.57% | 1.82 CHF | 1.83 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 123,402 CHF | 124,102 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 114,656 CHF | 115,356 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 110,654 CHF | 111,354 CHF | 100.00% | 100.00% |
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