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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 | 8.70% | 0.11 CHF | 0.12 CHF | 15,000 | 15,000 | 14,912 | 14,912 | 1,640 CHF | 1,789 CHF | 100.00% | 100.00% |
| 15/05/2024 | 8.68% | 0.11 CHF | 0.12 CHF | 15,000 | 15,000 | 18,788 | 18,788 | 2,070 CHF | 2,258 CHF | 100.00% | 100.00% |
| 14/05/2024 | 8.14% | 0.11 CHF | 0.12 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 1,770 CHF | 1,920 CHF | 100.00% | 100.00% |
| 13/05/2024 | 7.05% | 0.13 CHF | 0.14 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 2,054 CHF | 2,204 CHF | 100.00% | 100.00% |
| 10/05/2024 | 6.73% | 0.15 CHF | 0.16 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 2,160 CHF | 2,310 CHF | 100.00% | 100.00% |
| 08/05/2024 | 6.51% | 0.13 CHF | 0.14 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,488 CHF | 1,588 CHF | 100.00% | 100.00% |
| 07/05/2024 | 7.93% | 0.16 CHF | 0.17 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 491 CHF | 530 CHF | 100.00% | 100.00% |
| 06/05/2024 | 2.39% | 0.54 CHF | 0.56 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 1,666 CHF | 1,706 CHF | 100.00% | 100.00% |
| 03/05/2024 | 3.53% | 0.55 CHF | 0.57 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 1,165 CHF | 1,207 CHF | 100.00% | 100.00% |
| 02/05/2024 | 2.65% | 0.78 CHF | 0.80 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 1,556 CHF | 1,598 CHF | 100.00% | 100.00% |
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