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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 27/05/2024 | 0.14% | 7.40 CHF | 7.41 CHF | 75,000 | 75,000 | 74,950 | 74,950 | 552,588 CHF | 553,338 CHF | 99.09% | 99.09% |
| 24/05/2024 | 0.14% | 7.36 CHF | 7.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 543,747 CHF | 544,497 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.13% | 7.33 CHF | 7.34 CHF | 75,000 | 75,000 | 74,708 | 74,708 | 557,560 CHF | 558,310 CHF | 100.00% | 100.00% |
| 22/05/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 539,617 CHF | 540,367 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.13% | 7.39 CHF | 7.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 555,569 CHF | 556,319 CHF | 99.53% | 99.53% |
| 17/05/2024 | 0.14% | 7.29 CHF | 7.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 548,399 CHF | 549,149 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 75,000 | 75,000 | 74,927 | 74,927 | 552,689 CHF | 553,439 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.14% | 7.18 CHF | 7.19 CHF | 75,000 | 75,000 | 74,851 | 74,851 | 529,401 CHF | 530,151 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.14% | 7.06 CHF | 7.07 CHF | 75,000 | 75,000 | 74,981 | 74,981 | 526,622 CHF | 527,372 CHF | 99.80% | 99.80% |
| 13/05/2024 | 0.14% | 6.94 CHF | 6.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 518,793 CHF | 519,543 CHF | 100.00% | 100.00% |
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