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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 | 0.89% | 3.31 CHF | 3.34 CHF | 40,000 | 40,000 | 39,951 | 39,951 | 134,772 CHF | 135,972 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.95% | 3.23 CHF | 3.26 CHF | 40,000 | 40,000 | 39,928 | 39,928 | 126,520 CHF | 127,720 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.95% | 3.16 CHF | 3.19 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 125,636 CHF | 126,836 CHF | 99.81% | 99.81% |
| 13/05/2024 | 0.97% | 3.08 CHF | 3.11 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 122,487 CHF | 123,687 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.94% | 3.13 CHF | 3.16 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 127,595 CHF | 128,795 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.93% | 3.22 CHF | 3.25 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 128,348 CHF | 129,548 CHF | 99.77% | 99.77% |
| 07/05/2024 | 0.86% | 3.44 CHF | 3.47 CHF | 40,000 | 40,000 | 39,971 | 39,971 | 138,553 CHF | 139,753 CHF | 98.43% | 98.43% |
| 06/05/2024 | 0.87% | 3.48 CHF | 3.51 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 136,833 CHF | 138,033 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.95% | 3.20 CHF | 3.23 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 125,912 CHF | 127,112 CHF | 99.86% | 99.86% |
| 02/05/2024 | 0.93% | 3.15 CHF | 3.18 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 128,573 CHF | 129,773 CHF | 99.58% | 99.58% |
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