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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 | 5.67% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 49,139 | 49,139 | 8,426 CHF | 8,917 CHF | 100.00% | 100.00% |
| 15/05/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,392 CHF | 9,892 CHF | 100.00% | 100.00% |
| 14/05/2024 | 5.61% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,679 CHF | 9,179 CHF | 100.00% | 100.00% |
| 13/05/2024 | 5.78% | 0.18 CHF | 0.19 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 10,110 CHF | 10,710 CHF | 100.00% | 100.00% |
| 10/05/2024 | 6.19% | 0.16 CHF | 0.17 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,413 CHF | 10,013 CHF | 100.00% | 100.00% |
| 08/05/2024 | 6.16% | 0.16 CHF | 0.17 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,451 CHF | 10,051 CHF | 100.00% | 100.00% |
| 07/05/2024 | 6.07% | 0.16 CHF | 0.17 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,588 CHF | 10,189 CHF | 100.00% | 100.00% |
| 06/05/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,379 CHF | 9,979 CHF | 100.00% | 100.00% |
| 03/05/2024 | 6.36% | 0.16 CHF | 0.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,628 CHF | 8,128 CHF | 100.00% | 100.00% |
| 02/05/2024 | 5.19% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 46,749 | 46,749 | 8,787 CHF | 9,254 CHF | 100.00% | 100.00% |
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