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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 | 0.20% | 14.99 CHF | 15.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,099,340 CHF | 1,101,590 CHF | 99.33% | 99.33% |
| 15/05/2024 | 0.21% | 14.41 CHF | 14.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,070,090 CHF | 1,072,340 CHF | 99.30% | 99.30% |
| 14/05/2024 | 0.21% | 14.13 CHF | 14.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,048,830 CHF | 1,051,080 CHF | 99.02% | 99.02% |
| 13/05/2024 | 0.22% | 13.46 CHF | 13.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,001,390 CHF | 1,003,640 CHF | 98.38% | 98.38% |
| 10/05/2024 | 0.21% | 13.82 CHF | 13.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,049,490 CHF | 1,051,740 CHF | 99.32% | 99.32% |
| 08/05/2024 | 0.21% | 14.20 CHF | 14.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,068,110 CHF | 1,070,360 CHF | 99.30% | 99.30% |
| 07/05/2024 | 0.21% | 14.36 CHF | 14.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,045,570 CHF | 1,047,820 CHF | 99.33% | 99.33% |
| 06/05/2024 | 0.22% | 13.62 CHF | 13.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,024,430 CHF | 1,026,680 CHF | 99.35% | 99.35% |
| 03/05/2024 | 0.22% | 13.19 CHF | 13.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,021,220 CHF | 1,023,470 CHF | 99.06% | 99.06% |
| 02/05/2024 | 0.22% | 13.43 CHF | 13.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,006,120 CHF | 1,008,370 CHF | 98.80% | 98.80% |
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