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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 | 0.36% | 5.49 CHF | 5.51 CHF | 64,000 | 64,000 | 62,992 | 62,992 | 350,190 CHF | 351,451 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.36% | 5.59 CHF | 5.61 CHF | 63,000 | 63,000 | 63,368 | 63,368 | 349,398 CHF | 350,668 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.37% | 5.47 CHF | 5.49 CHF | 64,000 | 64,000 | 64,210 | 64,210 | 348,057 CHF | 349,341 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.36% | 5.46 CHF | 5.48 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 350,208 CHF | 351,483 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.36% | 5.61 CHF | 5.63 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 342,542 CHF | 343,766 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.37% | 5.43 CHF | 5.45 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 342,026 CHF | 343,281 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.37% | 5.39 CHF | 5.41 CHF | 63,000 | 63,000 | 63,115 | 63,115 | 338,688 CHF | 339,951 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.37% | 5.37 CHF | 5.39 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 339,450 CHF | 340,723 CHF | 98.42% | 98.42% |
| 03/05/2024 | 0.38% | 5.29 CHF | 5.31 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 336,726 CHF | 338,007 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.38% | 5.22 CHF | 5.24 CHF | 65,000 | 65,000 | 64,760 | 64,760 | 336,985 CHF | 338,281 CHF | 99.99% | 99.99% |
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