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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 | 0.52% | 8.13 CHF | 8.17 CHF | 10,000 | 10,000 | 9,947 | 9,947 | 74,922 CHF | 75,314 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.61% | 6.20 CHF | 6.24 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 62,298 CHF | 62,681 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.69% | 6.13 CHF | 6.17 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 57,853 CHF | 58,255 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.65% | 6.36 CHF | 6.40 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 58,728 CHF | 59,110 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.61% | 6.75 CHF | 6.79 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 66,946 CHF | 67,355 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.60% | 6.55 CHF | 6.59 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 63,615 CHF | 63,997 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.58% | 6.03 CHF | 6.06 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 58,093 CHF | 58,432 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.57% | 5.33 CHF | 5.36 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 52,150 CHF | 52,448 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.64% | 4.60 CHF | 4.63 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 47,953 CHF | 48,263 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.67% | 4.80 CHF | 4.83 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 49,635 CHF | 49,971 CHF | 100.00% | 100.00% |
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