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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 | 10.26% | 0.09 CHF | 0.10 CHF | 450,000 | 450,000 | 445,594 | 445,594 | 41,309 CHF | 45,765 CHF | 100.00% | 100.00% |
| 15/05/2024 | 9.85% | 0.09 CHF | 0.10 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 43,537 CHF | 48,037 CHF | 100.00% | 100.00% |
| 14/05/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 40,000 CHF | 44,000 CHF | 100.00% | 100.00% |
| 13/05/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 45,000 CHF | 49,500 CHF | 100.00% | 100.00% |
| 10/05/2024 | 9.36% | 0.10 CHF | 0.11 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 35,702 CHF | 39,202 CHF | 100.00% | 100.00% |
| 08/05/2024 | 8.54% | 0.11 CHF | 0.12 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 44,894 CHF | 48,894 CHF | 100.00% | 100.00% |
| 07/05/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 38,490 CHF | 41,990 CHF | 100.00% | 100.00% |
| 06/05/2024 | 8.30% | 0.11 CHF | 0.12 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 40,492 CHF | 43,992 CHF | 100.00% | 100.00% |
| 03/05/2024 | 8.05% | 0.12 CHF | 0.13 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 35,773 CHF | 38,773 CHF | 100.00% | 100.00% |
| 02/05/2024 | 7.46% | 0.13 CHF | 0.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 32,262 CHF | 34,762 CHF | 100.00% | 100.00% |
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