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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 | 0.66% | 6.00 CHF | 6.04 CHF | 48,000 | 48,000 | 47,484 | 47,484 | 287,123 CHF | 289,024 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.67% | 6.11 CHF | 6.15 CHF | 47,000 | 47,000 | 47,613 | 47,613 | 284,063 CHF | 285,972 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.71% | 5.56 CHF | 5.60 CHF | 50,000 | 50,000 | 49,375 | 49,375 | 278,292 CHF | 280,268 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.68% | 5.78 CHF | 5.82 CHF | 49,000 | 49,000 | 48,596 | 48,596 | 283,014 CHF | 284,958 CHF | 99.85% | 99.85% |
| 10/05/2024 | 0.66% | 5.95 CHF | 5.99 CHF | 48,000 | 48,000 | 47,270 | 47,270 | 283,475 CHF | 285,366 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.67% | 5.87 CHF | 5.91 CHF | 48,000 | 48,000 | 47,904 | 47,904 | 284,443 CHF | 286,359 CHF | 98.93% | 98.93% |
| 07/05/2024 | 0.69% | 5.85 CHF | 5.89 CHF | 48,000 | 48,000 | 47,994 | 47,994 | 278,515 CHF | 280,436 CHF | 99.88% | 99.88% |
| 06/05/2024 | 0.69% | 5.75 CHF | 5.79 CHF | 49,000 | 49,000 | 48,059 | 48,059 | 279,388 CHF | 281,310 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.69% | 5.83 CHF | 5.87 CHF | 48,000 | 48,000 | 48,006 | 48,006 | 279,062 CHF | 280,983 CHF | 99.98% | 99.98% |
| 02/05/2024 | 0.69% | 5.68 CHF | 5.72 CHF | 49,000 | 49,000 | 48,495 | 48,495 | 279,202 CHF | 281,142 CHF | 98.53% | 98.53% |
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