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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/05/2024 | 0.75% | 33.65 CHF | 33.90 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 135,061 CHF | 136,080 CHF | 97.54% | 97.54% |
| 28/05/2024 | 0.74% | 34.15 CHF | 34.40 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 137,313 CHF | 138,340 CHF | 75.19% | 75.19% |
| 27/05/2024 | 0.75% | 34.55 CHF | 34.85 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 138,656 CHF | 139,700 CHF | 56.00% | 56.00% |
| 24/05/2024 | 0.74% | 34.65 CHF | 34.90 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 138,658 CHF | 139,691 CHF | 97.11% | 97.11% |
| 23/05/2024 | 0.75% | 34.90 CHF | 35.15 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 139,447 CHF | 140,493 CHF | 98.99% | 98.99% |
| 22/05/2024 | 0.75% | 34.65 CHF | 34.90 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 138,199 CHF | 139,238 CHF | 88.24% | 88.24% |
| 21/05/2024 | 0.75% | 34.65 CHF | 34.90 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 138,822 CHF | 139,871 CHF | 99.99% | 99.99% |
| 17/05/2024 | 0.75% | 34.90 CHF | 35.15 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 139,375 CHF | 140,430 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.76% | 35.05 CHF | 35.30 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 140,011 CHF | 141,078 CHF | 71.69% | 71.69% |
| 15/05/2024 | 0.75% | 34.90 CHF | 35.15 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 139,187 CHF | 140,241 CHF | 98.90% | 98.90% |
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