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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 | 0.38% | 2.89 CHF | 2.90 CHF | 40,000 | 40,000 | 39,648 | 39,648 | 114,367 CHF | 114,802 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.38% | 2.91 CHF | 2.92 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 121,964 CHF | 122,433 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.38% | 3.02 CHF | 3.03 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 119,153 CHF | 119,611 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.37% | 3.02 CHF | 3.03 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 118,963 CHF | 119,403 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.39% | 2.99 CHF | 3.00 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 122,157 CHF | 122,636 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.41% | 3.23 CHF | 3.25 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 101,930 CHF | 102,353 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.38% | 3.68 CHF | 3.69 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 113,944 CHF | 114,384 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.41% | 3.82 CHF | 3.84 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 108,117 CHF | 108,555 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.39% | 3.74 CHF | 3.75 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 110,215 CHF | 110,649 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.37% | 3.76 CHF | 3.78 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 112,104 CHF | 112,522 CHF | 100.00% | 100.00% |
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