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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 | 0.45% | 4.36 CHF | 4.38 CHF | 64,000 | 64,000 | 62,992 | 62,992 | 278,627 CHF | 279,887 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.46% | 4.45 CHF | 4.47 CHF | 63,000 | 63,000 | 63,366 | 63,366 | 277,408 CHF | 278,678 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.47% | 4.34 CHF | 4.36 CHF | 64,000 | 64,000 | 64,210 | 64,210 | 275,131 CHF | 276,415 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.46% | 4.33 CHF | 4.35 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 277,798 CHF | 279,072 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.45% | 4.47 CHF | 4.49 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 273,151 CHF | 274,374 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.46% | 4.29 CHF | 4.31 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 270,792 CHF | 272,047 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.47% | 4.26 CHF | 4.28 CHF | 63,000 | 63,000 | 63,114 | 63,114 | 267,045 CHF | 268,308 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.48% | 4.24 CHF | 4.26 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 267,299 CHF | 268,572 CHF | 98.55% | 98.55% |
| 03/05/2024 | 0.48% | 4.15 CHF | 4.17 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 264,067 CHF | 265,348 CHF | 99.98% | 99.98% |
| 02/05/2024 | 0.49% | 4.08 CHF | 4.10 CHF | 65,000 | 65,000 | 64,759 | 64,759 | 263,535 CHF | 264,830 CHF | 99.99% | 99.99% |
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