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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 | 0.75% | 5.24 CHF | 5.28 CHF | 48,000 | 48,000 | 47,484 | 47,484 | 251,400 CHF | 253,300 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.77% | 5.36 CHF | 5.40 CHF | 47,000 | 47,000 | 47,613 | 47,613 | 248,284 CHF | 250,192 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.82% | 4.81 CHF | 4.85 CHF | 50,000 | 50,000 | 49,375 | 49,375 | 241,338 CHF | 243,313 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.79% | 5.03 CHF | 5.07 CHF | 49,000 | 49,000 | 48,596 | 48,596 | 246,562 CHF | 248,506 CHF | 99.86% | 99.86% |
| 10/05/2024 | 0.76% | 5.20 CHF | 5.24 CHF | 48,000 | 48,000 | 47,271 | 47,271 | 247,917 CHF | 249,808 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.77% | 5.12 CHF | 5.16 CHF | 48,000 | 48,000 | 47,904 | 47,904 | 248,454 CHF | 250,370 CHF | 98.93% | 98.93% |
| 07/05/2024 | 0.79% | 5.10 CHF | 5.14 CHF | 48,000 | 48,000 | 47,994 | 47,994 | 242,521 CHF | 244,442 CHF | 99.88% | 99.88% |
| 06/05/2024 | 0.79% | 5.00 CHF | 5.04 CHF | 49,000 | 49,000 | 48,059 | 48,059 | 243,346 CHF | 245,268 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.79% | 5.08 CHF | 5.12 CHF | 48,000 | 48,000 | 48,006 | 48,006 | 243,081 CHF | 245,001 CHF | 99.97% | 99.97% |
| 02/05/2024 | 0.80% | 4.93 CHF | 4.97 CHF | 49,000 | 49,000 | 48,496 | 48,496 | 242,894 CHF | 244,834 CHF | 98.55% | 98.55% |
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