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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/05/2024 | 0.08% | 12.54 CHF | 12.55 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,629,800 CHF | 5,634,300 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.08% | 12.48 CHF | 12.49 CHF | 450,000 | 450,000 | 449,526 | 449,526 | 5,595,080 CHF | 5,599,580 CHF | 99.60% | 99.60% |
| 17/05/2024 | 0.08% | 12.50 CHF | 12.51 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,623,780 CHF | 5,628,280 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.08% | 12.54 CHF | 12.55 CHF | 450,000 | 450,000 | 449,640 | 449,640 | 5,603,330 CHF | 5,607,830 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.08% | 12.35 CHF | 12.36 CHF | 450,000 | 450,000 | 449,138 | 449,138 | 5,478,450 CHF | 5,482,950 CHF | 99.76% | 99.76% |
| 14/05/2024 | 0.08% | 12.08 CHF | 12.09 CHF | 450,000 | 450,000 | 449,954 | 449,954 | 5,440,600 CHF | 5,445,100 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.08% | 12.18 CHF | 12.19 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,481,700 CHF | 5,486,200 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.08% | 12.11 CHF | 12.12 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,462,380 CHF | 5,466,880 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.09% | 11.66 CHF | 11.67 CHF | 450,000 | 450,000 | 449,909 | 449,909 | 5,220,530 CHF | 5,225,030 CHF | 99.67% | 99.67% |
| 07/05/2024 | 0.09% | 11.65 CHF | 11.66 CHF | 450,000 | 450,000 | 449,787 | 449,787 | 5,222,130 CHF | 5,226,630 CHF | 99.72% | 99.72% |
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