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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/05/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,360,630 CHF | 1,363,130 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 250,000 | 250,000 | 249,797 | 249,797 | 1,333,580 CHF | 1,336,080 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 250,000 | 250,000 | 249,516 | 249,516 | 1,301,150 CHF | 1,303,650 CHF | 99.83% | 99.83% |
| 14/05/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 250,000 | 250,000 | 249,950 | 249,950 | 1,258,530 CHF | 1,261,030 CHF | 99.88% | 99.88% |
| 13/05/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,255,590 CHF | 1,258,090 CHF | 99.45% | 99.45% |
| 10/05/2024 | 0.19% | 5.20 CHF | 5.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,315,940 CHF | 1,318,440 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 250,000 | 250,000 | 249,943 | 249,943 | 1,191,730 CHF | 1,194,230 CHF | 99.29% | 99.29% |
| 07/05/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 250,000 | 250,000 | 249,848 | 249,848 | 1,199,170 CHF | 1,201,670 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,208,590 CHF | 1,211,090 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.21% | 4.59 CHF | 4.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,161,940 CHF | 1,164,440 CHF | 98.18% | 98.18% |
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