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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 | 0.37% | 5.32 CHF | 5.34 CHF | 64,000 | 64,000 | 62,992 | 62,992 | 339,735 CHF | 340,996 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.37% | 5.42 CHF | 5.44 CHF | 63,000 | 63,000 | 63,364 | 63,364 | 338,843 CHF | 340,113 CHF | 99.99% | 99.99% |
| 14/05/2024 | 0.38% | 5.31 CHF | 5.33 CHF | 64,000 | 64,000 | 64,211 | 64,211 | 337,326 CHF | 338,610 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.37% | 5.29 CHF | 5.31 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 339,588 CHF | 340,863 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.37% | 5.45 CHF | 5.47 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 332,562 CHF | 333,785 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.38% | 5.26 CHF | 5.28 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 331,664 CHF | 332,919 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.38% | 5.23 CHF | 5.25 CHF | 63,000 | 63,000 | 63,114 | 63,114 | 328,196 CHF | 329,459 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.39% | 5.21 CHF | 5.23 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 328,959 CHF | 330,232 CHF | 98.42% | 98.42% |
| 03/05/2024 | 0.39% | 5.12 CHF | 5.14 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 326,076 CHF | 327,358 CHF | 99.95% | 99.95% |
| 02/05/2024 | 0.40% | 5.05 CHF | 5.07 CHF | 65,000 | 65,000 | 64,759 | 64,759 | 326,096 CHF | 327,391 CHF | 100.00% | 100.00% |
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