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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 | 0.12% | 8.29 CHF | 8.30 CHF | 75,000 | 75,000 | 74,294 | 74,294 | 616,842 CHF | 617,585 CHF | 99.72% | 99.72% |
| 15/05/2024 | 0.12% | 8.20 CHF | 8.21 CHF | 75,000 | 75,000 | 74,296 | 74,296 | 600,516 CHF | 601,260 CHF | 99.84% | 99.84% |
| 14/05/2024 | 0.13% | 7.98 CHF | 7.99 CHF | 75,000 | 75,000 | 74,609 | 74,609 | 589,477 CHF | 590,224 CHF | 98.93% | 98.93% |
| 13/05/2024 | 0.13% | 7.90 CHF | 7.91 CHF | 75,000 | 75,000 | 74,297 | 74,297 | 587,127 CHF | 587,870 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.13% | 7.86 CHF | 7.87 CHF | 75,000 | 75,000 | 74,593 | 74,593 | 583,684 CHF | 584,430 CHF | 99.35% | 99.35% |
| 08/05/2024 | 0.13% | 7.55 CHF | 7.56 CHF | 75,000 | 75,000 | 74,291 | 74,291 | 559,101 CHF | 559,844 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.14% | 7.43 CHF | 7.44 CHF | 75,000 | 75,000 | 74,256 | 74,256 | 542,394 CHF | 543,138 CHF | 99.61% | 99.61% |
| 06/05/2024 | 0.14% | 7.03 CHF | 7.04 CHF | 75,000 | 75,000 | 74,187 | 74,187 | 523,777 CHF | 524,520 CHF | 98.30% | 98.30% |
| 03/05/2024 | 0.15% | 6.92 CHF | 6.93 CHF | 75,000 | 75,000 | 74,701 | 74,701 | 516,255 CHF | 517,002 CHF | 96.02% | 96.02% |
| 02/05/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 75,000 | 75,000 | 74,574 | 74,574 | 512,450 CHF | 513,196 CHF | 99.17% | 99.17% |
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