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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 46,000 | 46,000 | 45,908 | 45,908 | 163,747 CHF | 164,207 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.29% | 3.53 CHF | 3.54 CHF | 46,000 | 46,000 | 46,973 | 46,973 | 162,794 CHF | 163,264 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 164,362 CHF | 164,832 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 164,464 CHF | 164,934 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 47,000 | 47,000 | 47,005 | 47,005 | 160,646 CHF | 161,116 CHF | 99.09% | 99.09% |
| 07/05/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 47,000 | 47,000 | 47,072 | 47,072 | 160,392 CHF | 160,863 CHF | 99.94% | 99.94% |
| 06/05/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 159,777 CHF | 160,257 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 49,000 | 49,000 | 48,934 | 48,934 | 158,291 CHF | 158,780 CHF | 99.96% | 99.96% |
| 02/05/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 156,538 CHF | 157,028 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 49,000 | 49,000 | 48,924 | 48,924 | 158,495 CHF | 158,984 CHF | 100.00% | 100.00% |
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