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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 | 0.66% | 3.06 CHF | 3.09 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 33,538 CHF | 33,759 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.61% | 3.47 CHF | 3.49 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 47,852 CHF | 48,146 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.68% | 3.03 CHF | 3.05 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 42,419 CHF | 42,708 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.64% | 2.99 CHF | 3.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 46,884 CHF | 47,183 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.52% | 3.20 CHF | 3.22 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 47,646 CHF | 47,894 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.59% | 2.62 CHF | 2.63 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 53,464 CHF | 53,780 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.65% | 2.50 CHF | 2.51 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 48,280 CHF | 48,595 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.60% | 2.44 CHF | 2.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 46,661 CHF | 46,941 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.63% | 2.21 CHF | 2.22 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 42,460 CHF | 42,726 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.63% | 2.02 CHF | 2.03 CHF | 25,000 | 25,000 | 21,748 | 21,748 | 43,333 CHF | 43,605 CHF | 100.00% | 100.00% |
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