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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 | 0.22% | 4.62 CHF | 4.66 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 184,600 CHF | 185,000 CHF | 60.11% | 99.99% |
| 15/05/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 179,836 CHF | 180,232 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 40,000 | 40,000 | 39,752 | 39,752 | 181,903 CHF | 182,301 CHF | 98.95% | 98.95% |
| 13/05/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 181,417 CHF | 181,813 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 40,000 | 40,000 | 39,719 | 39,591 | 180,829 CHF | 180,646 CHF | 87.82% | 93.92% |
| 08/05/2024 | 0.23% | 4.47 CHF | 4.48 CHF | 40,000 | 40,000 | 39,623 | 39,623 | 174,169 CHF | 174,566 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 40,000 | 40,000 | 39,624 | 39,624 | 167,606 CHF | 167,999 CHF | 99.84% | 99.84% |
| 06/05/2024 | 0.23% | 4.22 CHF | 4.23 CHF | 40,000 | 40,000 | 39,501 | 39,501 | 170,293 CHF | 170,688 CHF | 97.98% | 97.98% |
| 03/05/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 40,000 | 40,000 | 39,594 | 39,593 | 169,628 CHF | 170,023 CHF | 98.17% | 98.78% |
| 02/05/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 168,777 CHF | 169,171 CHF | 100.00% | 100.00% |
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