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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 | 0.11% | 9.29 CHF | 9.30 CHF | 75,000 | 75,000 | 74,939 | 74,939 | 701,832 CHF | 702,582 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.11% | 9.17 CHF | 9.18 CHF | 75,000 | 75,000 | 74,854 | 74,854 | 677,866 CHF | 678,616 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.11% | 9.04 CHF | 9.05 CHF | 75,000 | 75,000 | 74,994 | 74,994 | 675,104 CHF | 675,854 CHF | 99.81% | 99.81% |
| 13/05/2024 | 0.11% | 8.92 CHF | 8.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 667,577 CHF | 668,327 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.11% | 8.98 CHF | 8.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 678,839 CHF | 679,589 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.11% | 9.07 CHF | 9.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 679,334 CHF | 680,084 CHF | 99.77% | 99.77% |
| 07/05/2024 | 0.11% | 9.37 CHF | 9.38 CHF | 75,000 | 75,000 | 74,975 | 74,975 | 704,978 CHF | 705,728 CHF | 98.42% | 98.42% |
| 06/05/2024 | 0.11% | 9.41 CHF | 9.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 700,744 CHF | 701,494 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.11% | 9.07 CHF | 9.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 675,253 CHF | 676,003 CHF | 99.90% | 99.90% |
| 02/05/2024 | 0.11% | 9.01 CHF | 9.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 678,354 CHF | 679,104 CHF | 99.58% | 99.58% |
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