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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 27/05/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 300,000 | 300,000 | 297,422 | 297,422 | 2,446,110 CHF | 2,449,110 CHF | 99.38% | 99.38% |
| 24/05/2024 | 0.12% | 8.24 CHF | 8.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,449,630 CHF | 2,452,630 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.12% | 8.27 CHF | 8.28 CHF | 300,000 | 300,000 | 298,385 | 298,385 | 2,483,720 CHF | 2,486,720 CHF | 100.00% | 100.00% |
| 22/05/2024 | 0.12% | 8.25 CHF | 8.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,480,580 CHF | 2,483,580 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.12% | 8.35 CHF | 8.36 CHF | 300,000 | 300,000 | 299,952 | 299,952 | 2,509,140 CHF | 2,512,140 CHF | 99.81% | 99.81% |
| 17/05/2024 | 0.12% | 8.41 CHF | 8.42 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,516,540 CHF | 2,519,540 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.12% | 8.24 CHF | 8.25 CHF | 300,000 | 300,000 | 299,764 | 299,764 | 2,474,870 CHF | 2,477,870 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.12% | 8.16 CHF | 8.17 CHF | 300,000 | 300,000 | 299,430 | 299,430 | 2,405,440 CHF | 2,408,440 CHF | 99.89% | 99.89% |
| 14/05/2024 | 0.13% | 7.93 CHF | 7.94 CHF | 300,000 | 300,000 | 299,966 | 299,966 | 2,355,290 CHF | 2,358,290 CHF | 99.81% | 99.81% |
| 13/05/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,356,340 CHF | 2,359,340 CHF | 100.00% | 100.00% |
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