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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% | 5.13 CHF | 5.14 CHF | 69,000 | 69,000 | 68,121 | 68,121 | 348,145 CHF | 348,827 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 69,000 | 69,000 | 68,814 | 68,814 | 346,914 CHF | 347,603 CHF | 99.99% | 99.99% |
| 14/05/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 69,000 | 69,000 | 67,440 | 67,440 | 345,637 CHF | 346,312 CHF | 97.61% | 97.61% |
| 13/05/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 68,000 | 68,000 | 67,361 | 67,361 | 344,465 CHF | 345,139 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.19% | 5.15 CHF | 5.16 CHF | 68,000 | 68,000 | 66,373 | 66,373 | 345,150 CHF | 345,814 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 68,000 | 68,000 | 68,208 | 68,208 | 342,534 CHF | 343,217 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 69,000 | 69,000 | 67,626 | 67,626 | 343,332 CHF | 344,009 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 68,000 | 68,000 | 67,361 | 67,361 | 344,600 CHF | 345,274 CHF | 99.72% | 99.72% |
| 03/05/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 68,000 | 68,000 | 66,807 | 66,807 | 343,309 CHF | 343,978 CHF | 98.74% | 98.74% |
| 02/05/2024 | 0.19% | 5.13 CHF | 5.14 CHF | 68,000 | 68,000 | 66,389 | 66,389 | 345,864 CHF | 346,529 CHF | 99.27% | 99.27% |
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