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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 | 0.26% | 3.77 CHF | 3.78 CHF | 69,000 | 69,000 | 69,000 | 69,000 | 261,138 CHF | 261,828 CHF | 99.99% | 99.99% |
| 28/05/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 69,000 | 69,000 | 69,000 | 69,000 | 267,465 CHF | 268,155 CHF | 100.00% | 100.00% |
| 27/05/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 69,000 | 69,000 | 68,347 | 68,347 | 262,846 CHF | 263,536 CHF | 97.15% | 97.15% |
| 24/05/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 69,000 | 69,000 | 69,000 | 69,000 | 262,608 CHF | 263,298 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 69,000 | 69,000 | 68,613 | 68,613 | 257,411 CHF | 258,101 CHF | 99.99% | 99.99% |
| 22/05/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 71,000 | 71,000 | 69,354 | 69,354 | 259,080 CHF | 259,773 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 69,000 | 69,000 | 68,898 | 68,898 | 265,992 CHF | 266,681 CHF | 97.01% | 97.01% |
| 17/05/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 67,000 | 67,000 | 67,662 | 67,662 | 265,059 CHF | 265,735 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.29% | 3.53 CHF | 3.54 CHF | 71,000 | 71,000 | 72,682 | 72,682 | 251,624 CHF | 252,352 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 73,000 | 73,000 | 72,852 | 72,852 | 250,749 CHF | 251,479 CHF | 100.00% | 100.00% |
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