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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 | 0.33% | 5.94 CHF | 5.96 CHF | 64,000 | 64,000 | 62,992 | 62,992 | 378,469 CHF | 379,730 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.34% | 6.04 CHF | 6.06 CHF | 63,000 | 63,000 | 63,366 | 63,366 | 377,839 CHF | 379,108 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.34% | 5.92 CHF | 5.94 CHF | 64,000 | 64,000 | 64,211 | 64,211 | 376,903 CHF | 378,187 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.34% | 5.91 CHF | 5.93 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 378,811 CHF | 380,086 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.33% | 6.06 CHF | 6.08 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 369,997 CHF | 371,221 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.34% | 5.88 CHF | 5.90 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 370,167 CHF | 371,422 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.34% | 5.84 CHF | 5.86 CHF | 63,000 | 63,000 | 63,114 | 63,114 | 367,034 CHF | 368,297 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.35% | 5.82 CHF | 5.84 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 368,024 CHF | 369,297 CHF | 98.35% | 98.35% |
| 03/05/2024 | 0.35% | 5.74 CHF | 5.76 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 365,498 CHF | 366,779 CHF | 99.95% | 99.95% |
| 02/05/2024 | 0.35% | 5.66 CHF | 5.68 CHF | 65,000 | 65,000 | 64,760 | 64,760 | 365,989 CHF | 367,284 CHF | 100.00% | 100.00% |
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