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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 | 0.18% | 5.62 CHF | 5.63 CHF | 69,000 | 69,000 | 68,122 | 68,122 | 381,781 CHF | 382,463 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 69,000 | 69,000 | 68,815 | 68,815 | 380,969 CHF | 381,658 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 69,000 | 69,000 | 67,634 | 67,634 | 380,148 CHF | 380,825 CHF | 97.23% | 97.23% |
| 13/05/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 68,000 | 68,000 | 67,339 | 67,339 | 377,657 CHF | 378,331 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 68,000 | 68,000 | 66,381 | 66,381 | 378,086 CHF | 378,751 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 68,000 | 68,000 | 68,214 | 68,214 | 376,392 CHF | 377,075 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.18% | 5.56 CHF | 5.57 CHF | 69,000 | 69,000 | 67,652 | 67,652 | 376,912 CHF | 377,590 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 68,000 | 68,000 | 67,363 | 67,363 | 377,866 CHF | 378,540 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 68,000 | 68,000 | 67,223 | 67,223 | 378,720 CHF | 379,393 CHF | 97.40% | 97.40% |
| 02/05/2024 | 0.18% | 5.63 CHF | 5.64 CHF | 68,000 | 68,000 | 66,393 | 66,393 | 378,872 CHF | 379,536 CHF | 99.93% | 99.93% |
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