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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 | 0.17% | 5.74 CHF | 5.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 436,266 CHF | 437,016 CHF | 99.02% | 99.02% |
| 15/05/2024 | 0.18% | 5.91 CHF | 5.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 435,898 CHF | 436,680 CHF | 98.07% | 98.07% |
| 14/05/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 430,218 CHF | 430,968 CHF | 97.90% | 97.90% |
| 13/05/2024 | 0.17% | 5.77 CHF | 5.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 430,507 CHF | 431,257 CHF | 99.99% | 99.99% |
| 10/05/2024 | 0.17% | 5.72 CHF | 5.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 433,677 CHF | 434,427 CHF | 98.68% | 98.68% |
| 08/05/2024 | 0.18% | 5.46 CHF | 5.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 409,206 CHF | 409,956 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.19% | 5.35 CHF | 5.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 520,174 CHF | 521,174 CHF | 99.99% | 99.99% |
| 06/05/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 499,475 CHF | 500,475 CHF | 99.99% | 99.99% |
| 03/05/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 482,827 CHF | 483,827 CHF | 97.35% | 97.35% |
| 02/05/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 475,493 CHF | 476,493 CHF | 99.41% | 99.41% |
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