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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 | 0.22% | 4.71 CHF | 4.72 CHF | 69,000 | 69,000 | 68,123 | 68,123 | 319,515 CHF | 320,197 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 69,000 | 69,000 | 68,811 | 68,811 | 317,917 CHF | 318,606 CHF | 99.83% | 99.83% |
| 14/05/2024 | 0.21% | 4.63 CHF | 4.64 CHF | 69,000 | 69,000 | 67,741 | 67,741 | 318,513 CHF | 319,191 CHF | 97.22% | 97.22% |
| 13/05/2024 | 0.22% | 4.72 CHF | 4.73 CHF | 68,000 | 68,000 | 67,361 | 67,361 | 316,005 CHF | 316,680 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 68,000 | 68,000 | 66,378 | 66,378 | 317,172 CHF | 317,837 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.22% | 4.69 CHF | 4.70 CHF | 68,000 | 68,000 | 68,209 | 68,209 | 313,675 CHF | 314,358 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.22% | 4.64 CHF | 4.65 CHF | 69,000 | 69,000 | 67,634 | 67,634 | 314,744 CHF | 315,421 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.22% | 4.68 CHF | 4.69 CHF | 68,000 | 68,000 | 67,361 | 67,361 | 316,198 CHF | 316,872 CHF | 99.73% | 99.73% |
| 03/05/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 68,000 | 68,000 | 66,819 | 66,819 | 315,209 CHF | 315,878 CHF | 98.74% | 98.74% |
| 02/05/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 68,000 | 68,000 | 66,392 | 66,392 | 317,642 CHF | 318,306 CHF | 99.74% | 99.74% |
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