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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 | 0.23% | 4.43 CHF | 4.44 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 88,653 CHF | 88,853 CHF | 99.84% | 99.84% |
| 15/05/2024 | 0.22% | 4.40 CHF | 4.41 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 91,903 CHF | 92,103 CHF | 99.29% | 99.29% |
| 14/05/2024 | 0.21% | 4.65 CHF | 4.66 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 93,411 CHF | 93,611 CHF | 98.99% | 98.99% |
| 13/05/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 90,006 CHF | 90,206 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 92,276 CHF | 92,476 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 91,309 CHF | 91,509 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.20% | 4.65 CHF | 4.66 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 98,259 CHF | 98,459 CHF | 99.83% | 99.83% |
| 06/05/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 100,314 CHF | 100,514 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 100,778 CHF | 100,978 CHF | 99.73% | 99.73% |
| 02/05/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 103,351 CHF | 103,551 CHF | 99.91% | 99.91% |
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