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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 | 0.39% | 5.03 CHF | 5.05 CHF | 64,000 | 64,000 | 62,992 | 62,992 | 321,149 CHF | 322,410 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.40% | 5.13 CHF | 5.15 CHF | 63,000 | 63,000 | 63,367 | 63,367 | 320,182 CHF | 321,452 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.40% | 5.01 CHF | 5.03 CHF | 64,000 | 64,000 | 64,210 | 64,210 | 318,466 CHF | 319,750 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.40% | 5.00 CHF | 5.02 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 320,824 CHF | 322,099 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.39% | 5.15 CHF | 5.17 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 314,343 CHF | 315,566 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.40% | 4.97 CHF | 4.99 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 313,111 CHF | 314,366 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.41% | 4.93 CHF | 4.95 CHF | 63,000 | 63,000 | 63,115 | 63,115 | 309,605 CHF | 310,868 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.41% | 4.91 CHF | 4.93 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 310,176 CHF | 311,449 CHF | 98.56% | 98.56% |
| 03/05/2024 | 0.42% | 4.83 CHF | 4.85 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 307,253 CHF | 308,534 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.42% | 4.76 CHF | 4.78 CHF | 65,000 | 65,000 | 64,760 | 64,760 | 307,196 CHF | 308,491 CHF | 99.99% | 99.99% |
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