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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% | 5.10 CHF | 5.12 CHF | 64,000 | 64,000 | 62,992 | 62,992 | 325,564 CHF | 326,825 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.39% | 5.20 CHF | 5.22 CHF | 63,000 | 63,000 | 63,364 | 63,364 | 324,594 CHF | 325,863 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.40% | 5.08 CHF | 5.10 CHF | 64,000 | 64,000 | 64,210 | 64,210 | 322,814 CHF | 324,098 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.39% | 5.07 CHF | 5.09 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 325,245 CHF | 326,519 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.38% | 5.22 CHF | 5.24 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 318,796 CHF | 320,019 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.39% | 5.04 CHF | 5.06 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 317,545 CHF | 318,800 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.40% | 5.00 CHF | 5.02 CHF | 63,000 | 63,000 | 63,115 | 63,115 | 314,026 CHF | 315,289 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.40% | 4.98 CHF | 5.00 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 314,609 CHF | 315,882 CHF | 98.42% | 98.42% |
| 03/05/2024 | 0.41% | 4.90 CHF | 4.92 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 311,668 CHF | 312,949 CHF | 99.97% | 99.97% |
| 02/05/2024 | 0.41% | 4.82 CHF | 4.84 CHF | 65,000 | 65,000 | 64,760 | 64,760 | 311,545 CHF | 312,840 CHF | 100.00% | 100.00% |
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