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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/05/2024 | 0.11% | 8.91 CHF | 8.92 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 176,262 CHF | 176,460 CHF | 100.00% | 100.00% |
| 28/05/2024 | 0.11% | 8.78 CHF | 8.79 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 174,751 CHF | 174,949 CHF | 99.84% | 99.84% |
| 27/05/2024 | 0.11% | 8.84 CHF | 8.85 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 174,310 CHF | 174,508 CHF | 100.00% | 100.00% |
| 24/05/2024 | 0.12% | 8.84 CHF | 8.85 CHF | 20,000 | 20,000 | 19,800 | 19,800 | 172,943 CHF | 173,141 CHF | 93.97% | 93.97% |
| 23/05/2024 | 0.11% | 8.73 CHF | 8.74 CHF | 20,000 | 20,000 | 19,808 | 19,808 | 174,212 CHF | 174,410 CHF | 97.92% | 97.92% |
| 22/05/2024 | 0.12% | 8.67 CHF | 8.68 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 172,323 CHF | 172,520 CHF | 100.00% | 100.00% |
| 21/05/2024 | - | 8.60 CHF | - CHF | 20,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
| 17/05/2024 | 0.12% | 8.60 CHF | 8.61 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 169,577 CHF | 169,774 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.12% | 8.38 CHF | 8.39 CHF | 20,000 | 20,000 | 19,810 | 19,810 | 165,420 CHF | 165,617 CHF | 98.84% | 98.84% |
| 15/05/2024 | 0.13% | 7.99 CHF | 8.00 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 158,199 CHF | 158,397 CHF | 100.00% | 100.00% |
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