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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 | 0.46% | 2.17 CHF | 2.18 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 270,495 CHF | 271,745 CHF | 99.06% | 99.06% |
| 15/05/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 271,913 CHF | 273,163 CHF | 99.14% | 99.14% |
| 14/05/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 269,083 CHF | 270,333 CHF | 98.88% | 98.88% |
| 13/05/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 281,768 CHF | 283,018 CHF | 99.18% | 99.18% |
| 10/05/2024 | 0.46% | 2.29 CHF | 2.30 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 274,295 CHF | 275,545 CHF | 96.34% | 96.34% |
| 08/05/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 299,689 CHF | 300,939 CHF | 77.73% | 77.73% |
| 07/05/2024 | 0.40% | 2.38 CHF | 2.39 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 315,165 CHF | 316,415 CHF | 98.93% | 98.93% |
| 06/05/2024 | 0.36% | 2.61 CHF | 2.62 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 347,326 CHF | 348,576 CHF | 98.99% | 98.99% |
| 03/05/2024 | 0.33% | 2.91 CHF | 2.92 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 380,182 CHF | 381,432 CHF | 99.02% | 99.02% |
| 02/05/2024 | 0.30% | 3.15 CHF | 3.16 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 409,313 CHF | 410,563 CHF | 98.85% | 98.85% |
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