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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 | 0.16% | 6.36 CHF | 6.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 464,951 CHF | 465,701 CHF | 99.33% | 99.33% |
| 15/05/2024 | 0.17% | 6.08 CHF | 6.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 450,205 CHF | 450,955 CHF | 99.32% | 99.32% |
| 14/05/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 439,350 CHF | 440,100 CHF | 99.03% | 99.03% |
| 13/05/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 415,734 CHF | 416,484 CHF | 98.38% | 98.38% |
| 10/05/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 439,795 CHF | 440,545 CHF | 99.34% | 99.34% |
| 08/05/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 448,946 CHF | 449,696 CHF | 99.29% | 99.29% |
| 07/05/2024 | 0.17% | 6.05 CHF | 6.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 437,882 CHF | 438,632 CHF | 99.32% | 99.32% |
| 06/05/2024 | 0.18% | 5.68 CHF | 5.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 427,516 CHF | 428,266 CHF | 99.34% | 99.34% |
| 03/05/2024 | 0.18% | 5.47 CHF | 5.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 425,815 CHF | 426,565 CHF | 99.14% | 99.14% |
| 02/05/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 417,732 CHF | 418,482 CHF | 98.84% | 98.84% |
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