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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% | 4.50 CHF | 4.51 CHF | 69,000 | 69,000 | 68,121 | 68,121 | 305,293 CHF | 305,975 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 69,000 | 69,000 | 68,812 | 68,812 | 303,516 CHF | 304,205 CHF | 99.82% | 99.82% |
| 14/05/2024 | 0.22% | 4.42 CHF | 4.43 CHF | 69,000 | 69,000 | 67,743 | 67,743 | 304,333 CHF | 305,010 CHF | 97.18% | 97.18% |
| 13/05/2024 | 0.23% | 4.51 CHF | 4.52 CHF | 68,000 | 68,000 | 67,362 | 67,362 | 301,927 CHF | 302,601 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 68,000 | 68,000 | 66,378 | 66,378 | 303,282 CHF | 303,947 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.23% | 4.48 CHF | 4.49 CHF | 68,000 | 68,000 | 68,209 | 68,209 | 299,384 CHF | 300,067 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 69,000 | 69,000 | 67,507 | 67,507 | 300,049 CHF | 300,725 CHF | 99.91% | 99.91% |
| 06/05/2024 | 0.23% | 4.47 CHF | 4.48 CHF | 68,000 | 68,000 | 67,361 | 67,361 | 302,141 CHF | 302,815 CHF | 99.73% | 99.73% |
| 03/05/2024 | 0.22% | 4.46 CHF | 4.47 CHF | 68,000 | 68,000 | 66,830 | 66,830 | 301,287 CHF | 301,956 CHF | 99.09% | 99.09% |
| 02/05/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 68,000 | 68,000 | 66,392 | 66,392 | 303,684 CHF | 304,349 CHF | 99.59% | 99.59% |
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