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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 | 0.07% | 14.41 CHF | 14.42 CHF | 75,000 | 75,000 | 74,940 | 74,940 | 1,085,840 CHF | 1,086,590 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.07% | 14.29 CHF | 14.30 CHF | 75,000 | 75,000 | 74,858 | 74,858 | 1,060,310 CHF | 1,061,060 CHF | 99.83% | 99.83% |
| 14/05/2024 | 0.07% | 14.13 CHF | 14.14 CHF | 75,000 | 75,000 | 74,994 | 74,994 | 1,057,390 CHF | 1,058,140 CHF | 99.81% | 99.81% |
| 13/05/2024 | 0.07% | 14.02 CHF | 14.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,050,830 CHF | 1,051,580 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.07% | 14.09 CHF | 14.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,062,400 CHF | 1,063,150 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.07% | 14.20 CHF | 14.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,064,310 CHF | 1,065,060 CHF | 99.77% | 99.77% |
| 07/05/2024 | 0.07% | 14.52 CHF | 14.53 CHF | 75,000 | 75,000 | 74,974 | 74,974 | 1,091,680 CHF | 1,092,430 CHF | 98.42% | 98.42% |
| 06/05/2024 | 0.07% | 14.58 CHF | 14.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,088,320 CHF | 1,089,070 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.07% | 14.27 CHF | 14.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,065,230 CHF | 1,065,980 CHF | 99.90% | 99.90% |
| 02/05/2024 | 0.07% | 14.21 CHF | 14.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,065,880 CHF | 1,066,630 CHF | 99.59% | 99.59% |
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