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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 | 0.33% | 3.04 CHF | 3.05 CHF | 69,000 | 69,000 | 68,126 | 68,126 | 206,379 CHF | 207,061 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 69,000 | 69,000 | 68,814 | 68,814 | 203,343 CHF | 204,032 CHF | 99.98% | 99.98% |
| 14/05/2024 | 0.33% | 2.96 CHF | 2.97 CHF | 69,000 | 69,000 | 67,460 | 67,460 | 204,601 CHF | 205,277 CHF | 97.59% | 97.59% |
| 13/05/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 68,000 | 68,000 | 67,362 | 67,362 | 203,711 CHF | 204,386 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 68,000 | 68,000 | 66,373 | 66,373 | 206,512 CHF | 207,177 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 68,000 | 68,000 | 68,209 | 68,209 | 199,750 CHF | 200,432 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 69,000 | 69,000 | 67,634 | 67,634 | 202,015 CHF | 202,693 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 68,000 | 68,000 | 67,363 | 67,363 | 204,181 CHF | 204,855 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 68,000 | 68,000 | 66,814 | 66,814 | 203,972 CHF | 204,641 CHF | 98.87% | 98.87% |
| 02/05/2024 | 0.32% | 3.03 CHF | 3.04 CHF | 68,000 | 68,000 | 66,392 | 66,392 | 206,443 CHF | 207,108 CHF | 99.82% | 99.82% |
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