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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 | 1.23% | 0.81 CHF | 0.82 CHF | 45,000 | 45,000 | 44,737 | 44,737 | 36,267 CHF | 36,714 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 35,658 CHF | 36,108 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 36,141 CHF | 36,591 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 34,986 CHF | 35,436 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 32,390 CHF | 32,790 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 34,323 CHF | 34,723 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 34,783 CHF | 35,183 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 34,787 CHF | 35,187 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 35,718 CHF | 36,118 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 45,000 | 45,000 | 38,497 | 38,497 | 35,023 CHF | 35,408 CHF | 100.00% | 100.00% |
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