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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 | 4.25% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 228,081 | 228,081 | 52,497 CHF | 54,778 CHF | 100.00% | 100.00% |
| 15/05/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 200,000 | 200,000 | 218,937 | 218,937 | 50,356 CHF | 52,545 CHF | 100.00% | 100.00% |
| 14/05/2024 | 4.20% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 52,440 CHF | 54,690 CHF | 100.00% | 100.00% |
| 13/05/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 51,716 CHF | 53,966 CHF | 100.00% | 100.00% |
| 10/05/2024 | 4.17% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 47,039 CHF | 49,039 CHF | 100.00% | 100.00% |
| 08/05/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,849 CHF | 53,849 CHF | 100.00% | 100.00% |
| 07/05/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 46,561 CHF | 48,311 CHF | 100.00% | 100.00% |
| 06/05/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 49,596 CHF | 51,346 CHF | 100.00% | 100.00% |
| 03/05/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 50,329 CHF | 52,079 CHF | 100.00% | 100.00% |
| 02/05/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,674 CHF | 53,424 CHF | 99.94% | 99.94% |
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