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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 | 0.44% | 2.26 CHF | 2.27 CHF | 75,000 | 75,000 | 74,944 | 74,944 | 169,018 CHF | 169,767 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.35% | 2.43 CHF | 2.44 CHF | 75,000 | 75,000 | 74,855 | 74,854 | 216,834 CHF | 217,584 CHF | 99.83% | 99.83% |
| 14/05/2024 | 0.30% | 3.24 CHF | 3.25 CHF | 75,000 | 75,000 | 74,985 | 74,985 | 247,554 CHF | 248,303 CHF | 99.86% | 99.86% |
| 13/05/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 261,963 CHF | 262,713 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.31% | 3.49 CHF | 3.50 CHF | 75,000 | 75,000 | 75,000 | 74,997 | 238,280 CHF | 239,020 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.23% | 4.23 CHF | 4.24 CHF | 75,000 | 75,000 | 74,983 | 74,983 | 327,132 CHF | 327,882 CHF | 99.29% | 99.29% |
| 07/05/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 75,000 | 75,000 | 74,948 | 74,949 | 322,684 CHF | 323,437 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 330,649 CHF | 331,399 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.20% | 5.17 CHF | 5.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 378,413 CHF | 379,163 CHF | 98.64% | 98.64% |
| 02/05/2024 | 0.19% | 4.97 CHF | 4.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 388,316 CHF | 389,066 CHF | 99.99% | 99.99% |
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