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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 | 0.23% | 4.27 CHF | 4.28 CHF | 79,000 | 79,000 | 78,533 | 78,533 | 335,655 CHF | 336,441 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 79,000 | 79,000 | 79,042 | 79,042 | 331,133 CHF | 331,925 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 79,000 | 79,000 | 78,986 | 78,986 | 333,919 CHF | 334,709 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 79,000 | 79,000 | 79,000 | 79,000 | 334,078 CHF | 334,868 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 79,000 | 79,000 | 79,155 | 79,155 | 332,114 CHF | 332,905 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 80,000 | 80,000 | 80,685 | 80,685 | 326,437 CHF | 327,244 CHF | 99.24% | 99.24% |
| 07/05/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 82,000 | 82,000 | 81,956 | 81,956 | 318,047 CHF | 318,867 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.25% | 3.87 CHF | 3.88 CHF | 82,000 | 82,000 | 81,209 | 81,209 | 321,668 CHF | 322,480 CHF | 98.38% | 98.38% |
| 03/05/2024 | 0.25% | 3.91 CHF | 3.92 CHF | 82,000 | 82,000 | 81,657 | 81,657 | 321,273 CHF | 322,089 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 82,000 | 82,000 | 81,987 | 81,987 | 320,571 CHF | 321,390 CHF | 99.99% | 99.99% |
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