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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 | 0.23% | 4.36 CHF | 4.37 CHF | 69,000 | 69,000 | 68,114 | 68,114 | 295,816 CHF | 296,498 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 69,000 | 69,000 | 68,820 | 68,820 | 293,976 CHF | 294,665 CHF | 99.93% | 99.93% |
| 14/05/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 69,000 | 69,000 | 67,743 | 67,743 | 294,884 CHF | 295,562 CHF | 97.18% | 97.18% |
| 13/05/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 68,000 | 68,000 | 67,361 | 67,361 | 292,542 CHF | 293,216 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 68,000 | 68,000 | 66,373 | 66,373 | 294,016 CHF | 294,680 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.24% | 4.34 CHF | 4.35 CHF | 68,000 | 68,000 | 68,209 | 68,209 | 289,862 CHF | 290,545 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 69,000 | 69,000 | 67,628 | 67,628 | 291,173 CHF | 291,850 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 68,000 | 68,000 | 67,362 | 67,362 | 292,778 CHF | 293,452 CHF | 99.89% | 99.89% |
| 03/05/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 68,000 | 68,000 | 66,823 | 66,823 | 291,959 CHF | 292,628 CHF | 98.79% | 98.79% |
| 02/05/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 68,000 | 68,000 | 66,392 | 66,392 | 294,392 CHF | 295,057 CHF | 99.63% | 99.63% |
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