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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 | 1.36% | 2.65 CHF | 2.68 CHF | 1,000 | 1,000 | 996 | 996 | 2,669 CHF | 2,706 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.44% | 2.69 CHF | 2.72 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 2,718 CHF | 2,757 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.55% | 2.74 CHF | 2.79 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 2,787 CHF | 2,830 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.59% | 3.01 CHF | 3.05 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 3,048 CHF | 3,097 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.33% | 3.30 CHF | 3.34 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 3,180 CHF | 3,223 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.55% | 2.99 CHF | 3.04 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 3,218 CHF | 3,268 CHF | 100.00% | 100.00% |
| 07/05/2024 | 3.12% | 3.33 CHF | 3.43 CHF | 500 | 500 | 500 | 500 | 1,677 CHF | 1,730 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.72% | 6.27 CHF | 6.38 CHF | 250 | 250 | 250 | 250 | 1,593 CHF | 1,621 CHF | 100.00% | 100.00% |
| 03/05/2024 | 2.15% | 6.36 CHF | 6.50 CHF | 250 | 250 | 250 | 250 | 1,644 CHF | 1,680 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.76% | 7.89 CHF | 8.03 CHF | 250 | 250 | 250 | 250 | 1,971 CHF | 2,006 CHF | 100.00% | 100.00% |
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