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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 | 1.71% | 0.56 CHF | 0.57 CHF | 40,000 | 40,000 | 39,647 | 39,647 | 22,948 CHF | 23,344 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.91% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,996 CHF | 26,496 CHF | 100.00% | 100.00% |
| 14/05/2024 | 2.10% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,594 CHF | 24,094 CHF | 100.00% | 100.00% |
| 13/05/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 21,490 CHF | 21,940 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,501 CHF | 26,001 CHF | 100.00% | 100.00% |
| 08/05/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,947 CHF | 24,447 CHF | 100.00% | 100.00% |
| 07/05/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,778 CHF | 23,278 CHF | 100.00% | 100.00% |
| 06/05/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,854 CHF | 22,354 CHF | 100.00% | 100.00% |
| 03/05/2024 | 2.41% | 0.44 CHF | 0.45 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 24,593 CHF | 25,193 CHF | 100.00% | 100.00% |
| 02/05/2024 | 2.31% | 0.37 CHF | 0.38 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 19,345 CHF | 19,795 CHF | 100.00% | 100.00% |
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