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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 21/05/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 500,000 | 500,000 | 499,487 | 499,487 | 2,380,850 CHF | 2,385,850 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,403,460 CHF | 2,408,460 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.21% | 4.75 CHF | 4.76 CHF | 500,000 | 500,000 | 499,626 | 499,626 | 2,364,610 CHF | 2,369,610 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 500,000 | 500,000 | 499,024 | 499,024 | 2,325,900 CHF | 2,330,900 CHF | 99.99% | 99.99% |
| 14/05/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 500,000 | 500,000 | 499,876 | 499,876 | 2,372,190 CHF | 2,377,190 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.21% | 4.77 CHF | 4.78 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,370,730 CHF | 2,375,730 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,414,830 CHF | 2,419,830 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.22% | 4.74 CHF | 4.75 CHF | 500,000 | 500,000 | 499,893 | 499,893 | 2,323,540 CHF | 2,328,540 CHF | 99.29% | 99.29% |
| 07/05/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 500,000 | 500,000 | 499,701 | 499,701 | 2,350,560 CHF | 2,355,560 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,371,770 CHF | 2,376,770 CHF | 100.00% | 100.00% |
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