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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 | 4.37% | 0.21 CHF | 0.22 CHF | 175,000 | 175,000 | 173,330 | 173,330 | 38,840 CHF | 40,573 CHF | 100.00% | 100.00% |
| 15/05/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 33,287 CHF | 34,787 CHF | 100.00% | 100.00% |
| 14/05/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 34,231 CHF | 35,731 CHF | 100.00% | 100.00% |
| 13/05/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 39,759 CHF | 41,509 CHF | 100.00% | 100.00% |
| 10/05/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 29,453 CHF | 30,703 CHF | 100.00% | 100.00% |
| 08/05/2024 | 3.34% | 0.28 CHF | 0.29 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 36,830 CHF | 38,080 CHF | 100.00% | 100.00% |
| 07/05/2024 | 3.41% | 0.30 CHF | 0.31 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 36,026 CHF | 37,276 CHF | 100.00% | 100.00% |
| 06/05/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,638 CHF | 32,638 CHF | 100.00% | 100.00% |
| 03/05/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 32,519 CHF | 33,519 CHF | 100.00% | 100.00% |
| 02/05/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 32,973 CHF | 33,973 CHF | 100.00% | 100.00% |
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