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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/05/2024 | 0.19% | 5.59 CHF | 5.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,361,300 CHF | 1,363,830 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.30% | 5.30 CHF | 5.31 CHF | 250,000 | 250,000 | 210,585 | 210,585 | 1,125,970 CHF | 1,128,370 CHF | 99.00% | 99.00% |
| 15/05/2024 | 0.38% | 5.32 CHF | 5.36 CHF | 50,000 | 50,000 | 183,459 | 183,459 | 956,636 CHF | 958,970 CHF | 97.71% | 97.71% |
| 14/05/2024 | 0.21% | 5.08 CHF | 5.09 CHF | 250,000 | 250,000 | 247,384 | 247,384 | 1,246,530 CHF | 1,249,030 CHF | 97.88% | 97.88% |
| 13/05/2024 | 0.21% | 4.97 CHF | 4.98 CHF | 250,000 | 250,000 | 246,261 | 246,261 | 1,237,750 CHF | 1,240,240 CHF | 99.93% | 99.93% |
| 10/05/2024 | 0.19% | 5.20 CHF | 5.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,316,840 CHF | 1,319,340 CHF | 98.68% | 98.68% |
| 08/05/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,192,690 CHF | 1,195,190 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,200,710 CHF | 1,203,210 CHF | 99.95% | 99.95% |
| 06/05/2024 | 0.27% | 4.86 CHF | 4.87 CHF | 250,000 | 250,000 | 230,383 | 230,383 | 1,113,570 CHF | 1,116,020 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.33% | 4.60 CHF | 4.61 CHF | 250,000 | 250,000 | 215,364 | 215,364 | 1,003,090 CHF | 1,005,510 CHF | 96.92% | 96.92% |
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