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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 | 0.27% | 19.82 CHF | 19.87 CHF | 2,000 | 2,000 | 2,018 | 2,018 | 39,932 CHF | 40,039 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.23% | 20.53 CHF | 20.58 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 41,196 CHF | 41,290 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.21% | 19.91 CHF | 19.95 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 59,925 CHF | 60,049 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.23% | 17.07 CHF | 17.11 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 52,431 CHF | 52,550 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.23% | 16.05 CHF | 16.09 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 48,345 CHF | 48,455 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.25% | 14.05 CHF | 14.09 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 42,051 CHF | 42,154 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.24% | 13.82 CHF | 13.85 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 40,394 CHF | 40,490 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.26% | 12.68 CHF | 12.71 CHF | 3,000 | 3,000 | 3,000 | 2,998 | 37,558 CHF | 37,630 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.27% | 13.31 CHF | 13.35 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 45,979 CHF | 46,099 CHF | 99.15% | 99.15% |
| 02/05/2024 | 0.23% | 16.47 CHF | 16.51 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 49,481 CHF | 49,596 CHF | 99.93% | 99.93% |
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