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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 | 0.20% | 4.99 CHF | 5.00 CHF | 69,000 | 69,000 | 68,112 | 68,112 | 338,766 CHF | 339,448 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.21% | 4.92 CHF | 4.93 CHF | 69,000 | 69,000 | 68,815 | 68,815 | 337,449 CHF | 338,138 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.20% | 4.91 CHF | 4.92 CHF | 69,000 | 69,000 | 67,440 | 67,440 | 336,331 CHF | 337,006 CHF | 97.14% | 97.14% |
| 13/05/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 68,000 | 68,000 | 67,362 | 67,362 | 335,157 CHF | 335,832 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 68,000 | 68,000 | 66,373 | 66,373 | 336,022 CHF | 336,686 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.21% | 4.97 CHF | 4.98 CHF | 68,000 | 68,000 | 68,197 | 68,197 | 333,036 CHF | 333,718 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 69,000 | 69,000 | 67,634 | 67,634 | 334,020 CHF | 334,697 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 68,000 | 68,000 | 67,361 | 67,361 | 335,324 CHF | 335,999 CHF | 99.79% | 99.79% |
| 03/05/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 68,000 | 68,000 | 66,805 | 66,805 | 334,119 CHF | 334,787 CHF | 98.33% | 98.33% |
| 02/05/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 68,000 | 68,000 | 66,393 | 66,393 | 336,657 CHF | 337,322 CHF | 99.95% | 99.95% |
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