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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 | 0.21% | 4.73 CHF | 4.74 CHF | 50,000 | 50,000 | 49,530 | 49,529 | 233,626 CHF | 234,119 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 230,856 CHF | 231,351 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 50,000 | 50,000 | 49,513 | 49,512 | 235,225 CHF | 235,715 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.21% | 4.77 CHF | 4.78 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 235,635 CHF | 236,131 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 240,339 CHF | 240,835 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.22% | 4.77 CHF | 4.78 CHF | 50,000 | 50,000 | 49,527 | 49,527 | 232,430 CHF | 232,926 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 50,000 | 50,000 | 49,532 | 49,530 | 235,516 CHF | 236,004 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 237,229 CHF | 237,725 CHF | 99.69% | 99.69% |
| 03/05/2024 | 0.21% | 4.77 CHF | 4.78 CHF | 50,000 | 50,000 | 49,769 | 49,769 | 239,563 CHF | 240,061 CHF | 97.26% | 97.26% |
| 02/05/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 240,733 CHF | 241,229 CHF | 99.85% | 99.85% |
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