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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 | 0.55% | 1.82 CHF | 1.83 CHF | 75,000 | 75,000 | 74,293 | 74,293 | 135,469 CHF | 136,213 CHF | 99.55% | 99.55% |
| 15/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 74,294 | 74,294 | 139,220 CHF | 139,964 CHF | 99.55% | 99.55% |
| 14/05/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 74,250 | 74,250 | 136,228 CHF | 136,971 CHF | 99.56% | 99.56% |
| 13/05/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 75,000 | 75,000 | 74,290 | 74,290 | 135,509 CHF | 136,253 CHF | 99.59% | 99.59% |
| 10/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 75,000 | 75,000 | 74,348 | 74,348 | 135,865 CHF | 136,609 CHF | 99.06% | 99.06% |
| 08/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 75,000 | 75,000 | 74,773 | 74,773 | 137,953 CHF | 138,701 CHF | 99.06% | 99.06% |
| 07/05/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 75,000 | 75,000 | 74,204 | 74,204 | 136,256 CHF | 136,998 CHF | 99.31% | 99.31% |
| 06/05/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 75,000 | 75,000 | 74,180 | 74,180 | 129,217 CHF | 129,960 CHF | 98.25% | 98.25% |
| 03/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 75,000 | 75,000 | 74,825 | 74,825 | 126,690 CHF | 127,438 CHF | 97.69% | 97.69% |
| 02/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 74,563 | 74,563 | 124,520 CHF | 125,266 CHF | 97.66% | 97.66% |
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