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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% | 3.94 CHF | 3.95 CHF | 69,000 | 69,000 | 68,119 | 68,119 | 267,541 CHF | 268,223 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 69,000 | 69,000 | 68,813 | 68,813 | 265,316 CHF | 266,004 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 69,000 | 69,000 | 67,630 | 67,630 | 266,161 CHF | 266,838 CHF | 97.27% | 97.27% |
| 13/05/2024 | 0.26% | 3.95 CHF | 3.96 CHF | 68,000 | 68,000 | 67,361 | 67,361 | 264,426 CHF | 265,100 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 68,000 | 68,000 | 66,373 | 66,373 | 266,361 CHF | 267,025 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 68,000 | 68,000 | 68,202 | 68,202 | 261,336 CHF | 262,019 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 68,000 | 68,000 | 67,639 | 67,639 | 263,021 CHF | 263,698 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 68,000 | 68,000 | 67,363 | 67,363 | 264,772 CHF | 265,446 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 68,000 | 68,000 | 66,806 | 66,806 | 264,087 CHF | 264,756 CHF | 98.83% | 98.83% |
| 02/05/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 68,000 | 68,000 | 66,361 | 66,361 | 266,452 CHF | 267,117 CHF | 99.93% | 99.93% |
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