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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 | 0.25% | 3.92 CHF | 3.93 CHF | 75,000 | 75,000 | 74,931 | 74,931 | 299,751 CHF | 300,501 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.27% | 3.81 CHF | 3.82 CHF | 75,000 | 75,000 | 74,846 | 74,846 | 277,423 CHF | 278,173 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 75,000 | 75,000 | 74,982 | 74,982 | 274,800 CHF | 275,550 CHF | 99.81% | 99.81% |
| 13/05/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 266,295 CHF | 267,045 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.27% | 3.63 CHF | 3.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 277,198 CHF | 277,948 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 276,179 CHF | 276,929 CHF | 99.77% | 99.77% |
| 07/05/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 75,000 | 75,000 | 74,943 | 74,943 | 299,832 CHF | 300,582 CHF | 98.42% | 98.42% |
| 06/05/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 294,857 CHF | 295,607 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 266,831 CHF | 267,581 CHF | 99.89% | 99.89% |
| 02/05/2024 | 0.27% | 3.55 CHF | 3.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 272,489 CHF | 273,239 CHF | 99.65% | 99.65% |
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