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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 | 0.42% | 4.69 CHF | 4.71 CHF | 64,000 | 64,000 | 62,992 | 62,992 | 300,006 CHF | 301,266 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.42% | 4.79 CHF | 4.81 CHF | 63,000 | 63,000 | 63,363 | 63,363 | 298,827 CHF | 300,097 CHF | 99.99% | 99.99% |
| 14/05/2024 | 0.43% | 4.68 CHF | 4.70 CHF | 64,000 | 64,000 | 64,211 | 64,211 | 296,747 CHF | 298,031 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.42% | 4.66 CHF | 4.68 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 299,361 CHF | 300,636 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.41% | 4.82 CHF | 4.84 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 294,155 CHF | 295,378 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.43% | 4.63 CHF | 4.65 CHF | 63,000 | 63,000 | 62,769 | 62,769 | 292,195 CHF | 293,450 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.44% | 4.60 CHF | 4.62 CHF | 63,000 | 63,000 | 63,115 | 63,115 | 288,443 CHF | 289,706 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.44% | 4.58 CHF | 4.60 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 288,849 CHF | 290,122 CHF | 98.52% | 98.52% |
| 03/05/2024 | 0.45% | 4.49 CHF | 4.51 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 285,650 CHF | 286,932 CHF | 99.96% | 99.96% |
| 02/05/2024 | 0.45% | 4.42 CHF | 4.44 CHF | 65,000 | 65,000 | 64,760 | 64,760 | 285,224 CHF | 286,519 CHF | 99.99% | 99.99% |
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