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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 | 0.10% | 10.30 CHF | 10.31 CHF | 450,000 | 450,000 | 449,650 | 449,650 | 4,598,480 CHF | 4,602,980 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.10% | 10.12 CHF | 10.13 CHF | 450,000 | 450,000 | 449,119 | 449,119 | 4,472,380 CHF | 4,476,880 CHF | 99.76% | 99.76% |
| 14/05/2024 | 0.10% | 9.84 CHF | 9.85 CHF | 450,000 | 450,000 | 449,945 | 449,945 | 4,430,490 CHF | 4,434,990 CHF | 99.72% | 99.72% |
| 13/05/2024 | 0.10% | 9.93 CHF | 9.94 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,472,660 CHF | 4,477,160 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.10% | 9.87 CHF | 9.88 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,453,760 CHF | 4,458,260 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.11% | 9.42 CHF | 9.43 CHF | 450,000 | 450,000 | 449,910 | 449,910 | 4,210,490 CHF | 4,214,990 CHF | 99.67% | 99.67% |
| 07/05/2024 | 0.11% | 9.41 CHF | 9.42 CHF | 450,000 | 450,000 | 449,789 | 449,789 | 4,214,300 CHF | 4,218,800 CHF | 99.72% | 99.72% |
| 06/05/2024 | 0.11% | 9.21 CHF | 9.22 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,162,360 CHF | 4,166,860 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.11% | 9.05 CHF | 9.06 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,082,050 CHF | 4,086,550 CHF | 99.76% | 99.76% |
| 02/05/2024 | 0.12% | 8.75 CHF | 8.76 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 3,905,040 CHF | 3,909,540 CHF | 99.55% | 99.55% |
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