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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 | 0.05% | 19.99 CHF | 20.00 CHF | 300,000 | 300,000 | 299,763 | 299,763 | 5,998,250 CHF | 6,001,250 CHF | 99.99% | 99.99% |
| 15/05/2024 | 0.05% | 19.91 CHF | 19.92 CHF | 300,000 | 300,000 | 299,421 | 299,421 | 5,924,180 CHF | 5,927,180 CHF | 99.89% | 99.89% |
| 14/05/2024 | 0.05% | 19.68 CHF | 19.69 CHF | 300,000 | 300,000 | 299,963 | 299,963 | 5,880,020 CHF | 5,883,020 CHF | 99.80% | 99.80% |
| 13/05/2024 | 0.05% | 19.60 CHF | 19.61 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,881,010 CHF | 5,884,010 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.05% | 19.57 CHF | 19.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,859,040 CHF | 5,862,040 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.05% | 19.25 CHF | 19.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,768,250 CHF | 5,771,250 CHF | 99.77% | 99.77% |
| 07/05/2024 | 0.05% | 19.12 CHF | 19.13 CHF | 300,000 | 300,000 | 299,853 | 299,853 | 5,698,310 CHF | 5,701,310 CHF | 96.14% | 96.14% |
| 06/05/2024 | 0.05% | 18.73 CHF | 18.74 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,627,990 CHF | 5,630,990 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.05% | 18.61 CHF | 18.62 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,581,690 CHF | 5,584,690 CHF | 99.89% | 99.89% |
| 02/05/2024 | 0.05% | 18.48 CHF | 18.49 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,569,960 CHF | 5,572,960 CHF | 99.52% | 99.52% |
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