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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 46,000 | 46,000 | 45,912 | 45,912 | 185,381 CHF | 185,841 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 46,000 | 46,000 | 46,974 | 46,974 | 184,912 CHF | 185,382 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 186,484 CHF | 186,954 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 186,595 CHF | 187,065 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 47,000 | 47,000 | 47,005 | 47,005 | 182,774 CHF | 183,244 CHF | 99.09% | 99.09% |
| 07/05/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 47,000 | 47,000 | 47,071 | 47,071 | 182,529 CHF | 183,000 CHF | 99.94% | 99.94% |
| 06/05/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 182,349 CHF | 182,829 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 49,000 | 49,000 | 48,934 | 48,934 | 181,293 CHF | 181,782 CHF | 99.96% | 99.96% |
| 02/05/2024 | 0.27% | 3.63 CHF | 3.64 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 179,568 CHF | 180,058 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 49,000 | 49,000 | 48,925 | 48,925 | 181,487 CHF | 181,977 CHF | 100.00% | 100.00% |
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