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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 | 0.25% | 4.08 CHF | 4.09 CHF | 69,000 | 69,000 | 68,114 | 68,114 | 276,970 CHF | 277,652 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 69,000 | 69,000 | 68,814 | 68,814 | 274,882 CHF | 275,571 CHF | 99.92% | 99.92% |
| 14/05/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 69,000 | 69,000 | 67,631 | 67,631 | 275,599 CHF | 276,276 CHF | 97.26% | 97.26% |
| 13/05/2024 | 0.25% | 4.09 CHF | 4.10 CHF | 68,000 | 68,000 | 67,362 | 67,362 | 273,815 CHF | 274,489 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 68,000 | 68,000 | 66,373 | 66,373 | 275,590 CHF | 276,255 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 68,000 | 68,000 | 68,204 | 68,204 | 270,849 CHF | 271,532 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 69,000 | 69,000 | 67,634 | 67,634 | 272,426 CHF | 273,103 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 68,000 | 68,000 | 67,363 | 67,363 | 274,129 CHF | 274,803 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 68,000 | 68,000 | 66,803 | 66,803 | 273,370 CHF | 274,039 CHF | 98.47% | 98.47% |
| 02/05/2024 | 0.24% | 4.08 CHF | 4.09 CHF | 68,000 | 68,000 | 66,393 | 66,393 | 275,863 CHF | 276,527 CHF | 99.93% | 99.93% |
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