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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% | 5.98 CHF | 6.00 CHF | 64,000 | 64,000 | 62,992 | 62,992 | 381,058 CHF | 382,318 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.33% | 6.08 CHF | 6.10 CHF | 63,000 | 63,000 | 63,366 | 63,366 | 380,435 CHF | 381,705 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.34% | 5.96 CHF | 5.98 CHF | 64,000 | 64,000 | 64,210 | 64,210 | 379,521 CHF | 380,805 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.33% | 5.95 CHF | 5.97 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 381,432 CHF | 382,707 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.33% | 6.10 CHF | 6.12 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 372,510 CHF | 373,733 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.34% | 5.92 CHF | 5.94 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 372,741 CHF | 373,996 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.34% | 5.88 CHF | 5.90 CHF | 63,000 | 63,000 | 63,113 | 63,113 | 369,605 CHF | 370,868 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.34% | 5.86 CHF | 5.88 CHF | 63,000 | 63,000 | 63,646 | 63,646 | 370,641 CHF | 371,914 CHF | 98.56% | 98.56% |
| 03/05/2024 | 0.35% | 5.78 CHF | 5.80 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 368,123 CHF | 369,404 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.35% | 5.70 CHF | 5.72 CHF | 65,000 | 65,000 | 64,759 | 64,759 | 368,655 CHF | 369,950 CHF | 100.00% | 100.00% |
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