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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 | 0.12% | 8.36 CHF | 8.37 CHF | 75,000 | 75,000 | 74,954 | 74,954 | 632,692 CHF | 633,442 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.12% | 8.24 CHF | 8.25 CHF | 75,000 | 75,000 | 74,867 | 74,867 | 608,982 CHF | 609,732 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.12% | 8.12 CHF | 8.13 CHF | 75,000 | 75,000 | 74,996 | 74,996 | 606,173 CHF | 606,923 CHF | 99.81% | 99.81% |
| 13/05/2024 | 0.13% | 8.00 CHF | 8.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 598,447 CHF | 599,197 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.12% | 8.06 CHF | 8.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 609,643 CHF | 610,393 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.12% | 8.15 CHF | 8.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 609,879 CHF | 610,629 CHF | 99.77% | 99.77% |
| 07/05/2024 | 0.12% | 8.44 CHF | 8.45 CHF | 75,000 | 75,000 | 74,977 | 74,977 | 635,219 CHF | 635,969 CHF | 98.40% | 98.40% |
| 06/05/2024 | 0.12% | 8.48 CHF | 8.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 630,816 CHF | 631,566 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.12% | 8.14 CHF | 8.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 604,879 CHF | 605,629 CHF | 99.87% | 99.87% |
| 02/05/2024 | 0.12% | 8.07 CHF | 8.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 608,441 CHF | 609,191 CHF | 99.63% | 99.63% |
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