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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 | 0.23% | 4.28 CHF | 4.29 CHF | 46,000 | 46,000 | 45,965 | 45,965 | 195,678 CHF | 196,138 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 46,000 | 46,000 | 45,908 | 45,908 | 193,392 CHF | 193,852 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 46,000 | 46,000 | 46,974 | 46,974 | 193,162 CHF | 193,632 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 194,714 CHF | 195,184 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 194,811 CHF | 195,281 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 47,000 | 47,000 | 47,005 | 47,005 | 191,048 CHF | 191,518 CHF | 99.09% | 99.09% |
| 07/05/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 47,000 | 47,000 | 47,075 | 47,075 | 190,869 CHF | 191,340 CHF | 99.94% | 99.94% |
| 06/05/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 190,881 CHF | 191,361 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 49,000 | 49,000 | 48,934 | 48,934 | 189,997 CHF | 190,487 CHF | 99.98% | 99.98% |
| 02/05/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 188,305 CHF | 188,795 CHF | 100.00% | 100.00% |
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