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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 | 0.41% | 4.81 CHF | 4.83 CHF | 64,000 | 64,000 | 62,992 | 62,992 | 307,035 CHF | 308,296 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.41% | 4.90 CHF | 4.92 CHF | 63,000 | 63,000 | 63,364 | 63,364 | 306,031 CHF | 307,301 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.42% | 4.79 CHF | 4.81 CHF | 64,000 | 64,000 | 64,211 | 64,211 | 304,105 CHF | 305,389 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.41% | 4.78 CHF | 4.80 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 306,520 CHF | 307,795 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.41% | 4.93 CHF | 4.95 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 300,732 CHF | 301,955 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.42% | 4.75 CHF | 4.77 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 299,106 CHF | 300,362 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.43% | 4.71 CHF | 4.73 CHF | 63,000 | 63,000 | 63,114 | 63,114 | 295,506 CHF | 296,769 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.43% | 4.69 CHF | 4.71 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 295,996 CHF | 297,269 CHF | 98.54% | 98.54% |
| 03/05/2024 | 0.44% | 4.61 CHF | 4.63 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 292,962 CHF | 294,244 CHF | 99.96% | 99.96% |
| 02/05/2024 | 0.44% | 4.53 CHF | 4.55 CHF | 65,000 | 65,000 | 64,759 | 64,759 | 292,677 CHF | 293,972 CHF | 99.99% | 99.99% |
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