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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 | 0.12% | 8.33 CHF | 8.34 CHF | 150,000 | 150,000 | 149,869 | 149,869 | 1,253,850 CHF | 1,255,350 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.12% | 8.27 CHF | 8.28 CHF | 150,000 | 150,000 | 149,714 | 149,714 | 1,227,750 CHF | 1,229,250 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.12% | 8.18 CHF | 8.19 CHF | 150,000 | 150,000 | 149,991 | 149,991 | 1,224,740 CHF | 1,226,240 CHF | 99.81% | 99.81% |
| 13/05/2024 | 0.12% | 8.13 CHF | 8.14 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,218,590 CHF | 1,220,090 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.12% | 8.17 CHF | 8.18 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,230,290 CHF | 1,231,790 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.12% | 8.22 CHF | 8.23 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,232,940 CHF | 1,234,440 CHF | 99.77% | 99.77% |
| 07/05/2024 | 0.12% | 8.39 CHF | 8.40 CHF | 150,000 | 150,000 | 149,950 | 149,950 | 1,261,100 CHF | 1,262,600 CHF | 98.42% | 98.42% |
| 06/05/2024 | 0.12% | 8.42 CHF | 8.43 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,258,140 CHF | 1,259,640 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.12% | 8.27 CHF | 8.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,236,160 CHF | 1,237,660 CHF | 99.90% | 99.90% |
| 02/05/2024 | 0.12% | 8.25 CHF | 8.26 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,235,670 CHF | 1,237,170 CHF | 99.56% | 99.56% |
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