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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 | 0.26% | 3.87 CHF | 3.88 CHF | 69,000 | 69,000 | 68,132 | 68,132 | 262,913 CHF | 263,596 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 69,000 | 69,000 | 68,813 | 68,813 | 260,578 CHF | 261,266 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 69,000 | 69,000 | 67,663 | 67,663 | 261,598 CHF | 262,275 CHF | 97.24% | 97.24% |
| 13/05/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 68,000 | 68,000 | 67,340 | 67,340 | 259,653 CHF | 260,327 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 68,000 | 68,000 | 66,373 | 66,373 | 261,760 CHF | 262,425 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.27% | 3.85 CHF | 3.86 CHF | 68,000 | 68,000 | 68,196 | 68,196 | 256,567 CHF | 257,250 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 68,000 | 68,000 | 67,646 | 67,646 | 258,358 CHF | 259,035 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 68,000 | 68,000 | 67,363 | 67,363 | 260,108 CHF | 260,782 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 68,000 | 68,000 | 67,062 | 67,062 | 260,465 CHF | 261,136 CHF | 98.36% | 98.36% |
| 02/05/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 68,000 | 68,000 | 66,361 | 66,361 | 261,816 CHF | 262,480 CHF | 99.92% | 99.92% |
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