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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 | 1.13% | 1.05 CHF | 1.06 CHF | 45,000 | 45,000 | 44,474 | 44,474 | 45,273 CHF | 45,785 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.78% | 1.60 CHF | 1.61 CHF | 35,000 | 35,000 | 38,788 | 38,788 | 64,458 CHF | 64,959 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.58% | 1.88 CHF | 1.89 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 87,273 CHF | 87,780 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.76% | 1.63 CHF | 1.64 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 68,792 CHF | 69,313 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.83% | 1.82 CHF | 1.84 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 61,944 CHF | 62,457 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.72% | 2.14 CHF | 2.16 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 63,910 CHF | 64,374 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.79% | 2.18 CHF | 2.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,376 CHF | 58,841 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.78% | 2.48 CHF | 2.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,547 CHF | 64,047 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.83% | 2.72 CHF | 2.74 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 58,246 CHF | 58,728 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.66% | 3.16 CHF | 3.18 CHF | 30,000 | 30,000 | 26,749 | 26,749 | 71,922 CHF | 72,395 CHF | 100.00% | 100.00% |
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