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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 23/05/2024 | 12.03% | 0.08 CHF | 0.09 CHF | 300,000 | 300,000 | 292,266 | 292,266 | 22,831 CHF | 25,754 CHF | 100.00% | 100.00% |
| 22/05/2024 | 13.07% | 0.07 CHF | 0.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 17,884 CHF | 20,384 CHF | 100.00% | 100.00% |
| 21/05/2024 | 12.34% | 0.08 CHF | 0.09 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 17,111 CHF | 19,361 CHF | 100.00% | 100.00% |
| 17/05/2024 | 10.41% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 18,258 CHF | 20,258 CHF | 100.00% | 100.00% |
| 16/05/2024 | 9.59% | 0.10 CHF | 0.11 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 17,393 CHF | 19,143 CHF | 100.00% | 100.00% |
| 15/05/2024 | 8.47% | 0.11 CHF | 0.12 CHF | 175,000 | 175,000 | 156,062 | 156,062 | 17,662 CHF | 19,222 CHF | 100.00% | 100.00% |
| 14/05/2024 | 8.29% | 0.12 CHF | 0.13 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 20,270 CHF | 22,020 CHF | 100.00% | 100.00% |
| 13/05/2024 | 9.90% | 0.10 CHF | 0.11 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 21,679 CHF | 23,929 CHF | 100.00% | 100.00% |
| 10/05/2024 | 12.41% | 0.07 CHF | 0.08 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 17,022 CHF | 19,272 CHF | 100.00% | 100.00% |
| 08/05/2024 | 14.40% | 0.06 CHF | 0.07 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 14,531 CHF | 16,781 CHF | 100.00% | 100.00% |
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