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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 | 0.99% | 25.65 CHF | 25.91 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 520,094 CHF | 525,294 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.99% | 25.93 CHF | 26.19 CHF | 20,000 | 18,000 | 20,000 | 18,007 | 508,810 CHF | 462,676 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.00% | 25.26 CHF | 25.51 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 507,059 CHF | 512,160 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.00% | 25.79 CHF | 26.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 516,690 CHF | 521,890 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.01% | 25.62 CHF | 25.88 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 527,418 CHF | 532,778 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.99% | 26.25 CHF | 26.51 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 524,810 CHF | 530,034 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.00% | 26.86 CHF | 27.13 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 538,871 CHF | 544,271 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.00% | 26.74 CHF | 27.01 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 548,890 CHF | 554,416 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.00% | 26.56 CHF | 26.83 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 523,417 CHF | 528,674 CHF | 99.34% | 99.34% |
| 02/05/2024 | 1.00% | 26.34 CHF | 26.60 CHF | 19,210 | 20,000 | 19,425 | 20,000 | 505,032 CHF | 525,239 CHF | 100.00% | 100.00% |
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