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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 | 0.41% | 2.37 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,905 CHF | 121,405 CHF | 100.00% | 100.00% |
| 28/05/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 113,364 CHF | 113,814 CHF | 100.00% | 100.00% |
| 27/05/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 116,084 CHF | 116,538 CHF | 99.94% | 99.94% |
| 24/05/2024 | 0.39% | 2.64 CHF | 2.65 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 120,614 CHF | 121,088 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.41% | 2.76 CHF | 2.77 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 113,553 CHF | 114,019 CHF | 100.00% | 100.00% |
| 22/05/2024 | 0.40% | 3.06 CHF | 3.07 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 106,455 CHF | 106,877 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.41% | 3.16 CHF | 3.18 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 112,304 CHF | 112,765 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.37% | 3.36 CHF | 3.37 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 115,851 CHF | 116,278 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.39% | 3.18 CHF | 3.20 CHF | 35,000 | 35,000 | 34,649 | 34,649 | 110,678 CHF | 111,113 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.37% | 3.17 CHF | 3.19 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 121,350 CHF | 121,801 CHF | 100.00% | 100.00% |
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