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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 | 0.12% | 8.15 CHF | 8.16 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,462,570 CHF | 2,465,570 CHF | 99.99% | 99.99% |
| 28/05/2024 | 0.12% | 8.28 CHF | 8.29 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,523,180 CHF | 2,526,180 CHF | 100.00% | 100.00% |
| 27/05/2024 | 0.12% | 8.49 CHF | 8.50 CHF | 300,000 | 300,000 | 297,421 | 297,421 | 2,515,370 CHF | 2,518,370 CHF | 99.37% | 99.37% |
| 24/05/2024 | 0.12% | 8.47 CHF | 8.48 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,519,470 CHF | 2,522,470 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.12% | 8.50 CHF | 8.51 CHF | 300,000 | 300,000 | 298,395 | 298,395 | 2,553,370 CHF | 2,556,370 CHF | 99.98% | 99.98% |
| 22/05/2024 | 0.12% | 8.48 CHF | 8.49 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,550,590 CHF | 2,553,590 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.12% | 8.58 CHF | 8.59 CHF | 300,000 | 300,000 | 299,952 | 299,952 | 2,578,940 CHF | 2,581,940 CHF | 99.81% | 99.81% |
| 17/05/2024 | 0.12% | 8.65 CHF | 8.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,586,460 CHF | 2,589,460 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.12% | 8.47 CHF | 8.48 CHF | 300,000 | 300,000 | 299,764 | 299,764 | 2,544,740 CHF | 2,547,740 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.12% | 8.39 CHF | 8.40 CHF | 300,000 | 300,000 | 299,422 | 299,422 | 2,475,050 CHF | 2,478,050 CHF | 99.90% | 99.90% |
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