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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 | 3.11% | 0.33 CHF | 0.34 CHF | 40,000 | 40,000 | 39,912 | 39,912 | 12,658 CHF | 13,057 CHF | 100.00% | 100.00% |
| 15/05/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 14,111 CHF | 14,511 CHF | 100.00% | 100.00% |
| 14/05/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 14,264 CHF | 14,664 CHF | 100.00% | 100.00% |
| 13/05/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 13,768 CHF | 14,168 CHF | 100.00% | 100.00% |
| 10/05/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 14,576 CHF | 15,026 CHF | 100.00% | 100.00% |
| 08/05/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 13,190 CHF | 13,640 CHF | 100.00% | 100.00% |
| 07/05/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 13,171 CHF | 13,621 CHF | 100.00% | 100.00% |
| 06/05/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,110 CHF | 14,610 CHF | 100.00% | 100.00% |
| 03/05/2024 | 3.71% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,237 CHF | 13,737 CHF | 100.00% | 100.00% |
| 02/05/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,472 CHF | 12,972 CHF | 100.00% | 100.00% |
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