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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 | 0.41% | 4.85 CHF | 4.87 CHF | 21,000 | 21,000 | 20,852 | 20,852 | 100,875 CHF | 101,292 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.42% | 4.75 CHF | 4.77 CHF | 21,000 | 21,000 | 20,959 | 20,959 | 99,507 CHF | 99,927 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.43% | 4.74 CHF | 4.76 CHF | 21,000 | 21,000 | 20,998 | 20,998 | 98,395 CHF | 98,815 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.43% | 4.68 CHF | 4.70 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 97,923 CHF | 98,343 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.43% | 4.64 CHF | 4.66 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 97,378 CHF | 97,798 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.44% | 4.60 CHF | 4.62 CHF | 21,000 | 21,000 | 21,026 | 21,026 | 96,061 CHF | 96,481 CHF | 99.09% | 99.09% |
| 07/05/2024 | 0.44% | 4.51 CHF | 4.53 CHF | 21,000 | 21,000 | 21,831 | 21,831 | 98,160 CHF | 98,597 CHF | 99.94% | 99.94% |
| 06/05/2024 | 0.45% | 4.44 CHF | 4.46 CHF | 22,000 | 22,000 | 21,801 | 21,801 | 97,639 CHF | 98,075 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.45% | 4.44 CHF | 4.46 CHF | 22,000 | 22,000 | 22,000 | 22,000 | 96,770 CHF | 97,210 CHF | 99.98% | 99.98% |
| 02/05/2024 | 0.46% | 4.32 CHF | 4.34 CHF | 22,000 | 22,000 | 22,000 | 22,000 | 95,811 CHF | 96,251 CHF | 100.00% | 100.00% |
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