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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% | 5.55 CHF | 5.56 CHF | 69,000 | 69,000 | 68,114 | 68,114 | 376,830 CHF | 377,512 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.18% | 5.48 CHF | 5.49 CHF | 69,000 | 69,000 | 68,814 | 68,814 | 375,973 CHF | 376,662 CHF | 99.92% | 99.92% |
| 14/05/2024 | 0.18% | 5.48 CHF | 5.49 CHF | 69,000 | 69,000 | 67,448 | 67,448 | 374,269 CHF | 374,944 CHF | 97.60% | 97.60% |
| 13/05/2024 | 0.18% | 5.56 CHF | 5.57 CHF | 68,000 | 68,000 | 67,340 | 67,340 | 372,812 CHF | 373,486 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.18% | 5.57 CHF | 5.58 CHF | 68,000 | 68,000 | 66,380 | 66,380 | 373,293 CHF | 373,958 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.19% | 5.53 CHF | 5.54 CHF | 68,000 | 68,000 | 68,209 | 68,209 | 371,440 CHF | 372,123 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.18% | 5.49 CHF | 5.50 CHF | 68,000 | 68,000 | 67,632 | 67,632 | 371,941 CHF | 372,618 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.18% | 5.52 CHF | 5.53 CHF | 68,000 | 68,000 | 67,361 | 67,361 | 373,037 CHF | 373,712 CHF | 99.78% | 99.78% |
| 03/05/2024 | 0.18% | 5.51 CHF | 5.52 CHF | 68,000 | 68,000 | 66,773 | 66,773 | 371,399 CHF | 372,067 CHF | 97.98% | 97.98% |
| 02/05/2024 | 0.18% | 5.56 CHF | 5.57 CHF | 68,000 | 68,000 | 66,391 | 66,391 | 374,071 CHF | 374,735 CHF | 99.67% | 99.67% |
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