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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% | 22.45 CHF | 22.50 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 178,840 CHF | 179,237 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.23% | 22.75 CHF | 22.80 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 177,140 CHF | 177,537 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.23% | 21.25 CHF | 21.30 CHF | 9,000 | 9,000 | 8,112 | 8,112 | 174,103 CHF | 174,508 CHF | 98.92% | 98.92% |
| 13/05/2024 | 0.23% | 21.85 CHF | 21.90 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 174,106 CHF | 174,503 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.22% | 22.30 CHF | 22.35 CHF | 8,000 | 8,000 | 7,939 | 7,939 | 177,981 CHF | 178,379 CHF | 93.35% | 99.47% |
| 08/05/2024 | 0.22% | 22.10 CHF | 22.15 CHF | 8,000 | 8,000 | 7,984 | 7,984 | 177,736 CHF | 178,135 CHF | 99.45% | 99.45% |
| 07/05/2024 | 0.23% | 22.00 CHF | 22.05 CHF | 8,000 | 8,000 | 7,918 | 7,918 | 173,434 CHF | 173,830 CHF | 99.66% | 99.66% |
| 06/05/2024 | 0.23% | 21.75 CHF | 21.80 CHF | 8,000 | 8,000 | 7,904 | 7,904 | 173,279 CHF | 173,675 CHF | 96.49% | 98.50% |
| 03/05/2024 | 0.23% | 21.95 CHF | 22.00 CHF | 8,000 | 8,000 | 7,973 | 7,973 | 174,737 CHF | 175,136 CHF | 97.97% | 98.61% |
| 02/05/2024 | 0.23% | 21.55 CHF | 21.60 CHF | 8,000 | 8,000 | 7,976 | 7,976 | 173,662 CHF | 174,061 CHF | 99.28% | 99.28% |
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