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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 | 0.13% | 7.65 CHF | 7.66 CHF | 250,000 | 250,000 | 249,802 | 249,802 | 1,919,150 CHF | 1,921,650 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.13% | 7.68 CHF | 7.69 CHF | 250,000 | 250,000 | 249,514 | 249,514 | 1,887,050 CHF | 1,889,550 CHF | 99.83% | 99.83% |
| 14/05/2024 | 0.14% | 7.43 CHF | 7.44 CHF | 250,000 | 250,000 | 249,951 | 249,951 | 1,846,970 CHF | 1,849,470 CHF | 99.88% | 99.88% |
| 13/05/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,843,320 CHF | 1,845,820 CHF | 99.45% | 99.45% |
| 10/05/2024 | 0.13% | 7.55 CHF | 7.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,903,440 CHF | 1,905,940 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.14% | 7.13 CHF | 7.14 CHF | 250,000 | 250,000 | 249,943 | 249,943 | 1,780,010 CHF | 1,782,510 CHF | 99.29% | 99.29% |
| 07/05/2024 | 0.14% | 7.15 CHF | 7.16 CHF | 250,000 | 250,000 | 249,849 | 249,849 | 1,786,140 CHF | 1,788,640 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.14% | 7.20 CHF | 7.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,794,360 CHF | 1,796,860 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.14% | 6.93 CHF | 6.94 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,748,190 CHF | 1,750,690 CHF | 98.17% | 98.17% |
| 02/05/2024 | 0.14% | 7.08 CHF | 7.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,765,500 CHF | 1,768,000 CHF | 99.98% | 99.98% |
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