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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 | 3.96% | 0.24 CHF | 0.25 CHF | 150,000 | 150,000 | 149,122 | 149,122 | 36,945 CHF | 38,436 CHF | 100.00% | 100.00% |
| 15/05/2024 | 4.23% | 0.24 CHF | 0.25 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 40,638 CHF | 42,388 CHF | 100.00% | 100.00% |
| 14/05/2024 | 4.25% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 57,660 CHF | 60,160 CHF | 97.91% | 97.91% |
| 13/05/2024 | 7.22% | 0.13 CHF | 0.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 33,428 CHF | 35,928 CHF | 100.00% | 100.00% |
| 10/05/2024 | 7.81% | 0.12 CHF | 0.13 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 36,957 CHF | 39,957 CHF | 100.00% | 100.00% |
| 08/05/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 30,018 CHF | 32,518 CHF | 100.00% | 100.00% |
| 07/05/2024 | 8.55% | 0.12 CHF | 0.13 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 33,640 CHF | 36,640 CHF | 100.00% | 100.00% |
| 06/05/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 32,936 CHF | 35,936 CHF | 100.00% | 100.00% |
| 03/05/2024 | 9.32% | 0.11 CHF | 0.12 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 35,871 CHF | 39,371 CHF | 100.00% | 100.00% |
| 02/05/2024 | 9.56% | 0.10 CHF | 0.11 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 34,863 CHF | 38,363 CHF | 100.00% | 100.00% |
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