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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 | 0.43% | 4.60 CHF | 4.62 CHF | 64,000 | 64,000 | 62,992 | 62,992 | 294,126 CHF | 295,387 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.43% | 4.70 CHF | 4.72 CHF | 63,000 | 63,000 | 63,367 | 63,367 | 292,994 CHF | 294,264 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.44% | 4.58 CHF | 4.60 CHF | 64,000 | 64,000 | 64,210 | 64,210 | 290,856 CHF | 292,141 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.43% | 4.57 CHF | 4.59 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 293,496 CHF | 294,771 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.42% | 4.72 CHF | 4.74 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 288,113 CHF | 289,336 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.44% | 4.54 CHF | 4.56 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 286,162 CHF | 287,418 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.45% | 4.50 CHF | 4.52 CHF | 63,000 | 63,000 | 63,115 | 63,115 | 282,572 CHF | 283,835 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.45% | 4.48 CHF | 4.50 CHF | 63,000 | 63,000 | 63,644 | 63,644 | 282,876 CHF | 284,149 CHF | 98.38% | 98.38% |
| 03/05/2024 | 0.46% | 4.40 CHF | 4.42 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 279,832 CHF | 281,113 CHF | 99.94% | 99.94% |
| 02/05/2024 | 0.46% | 4.33 CHF | 4.35 CHF | 65,000 | 65,000 | 64,760 | 64,760 | 279,404 CHF | 280,699 CHF | 100.00% | 100.00% |
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