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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 23/05/2024 | 0.12% | 8.30 CHF | 8.31 CHF | 75,000 | 75,000 | 74,734 | 74,734 | 630,323 CHF | 631,073 CHF | 100.00% | 100.00% |
| 22/05/2024 | 0.12% | 8.25 CHF | 8.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 612,544 CHF | 613,294 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.12% | 8.36 CHF | 8.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 628,333 CHF | 629,083 CHF | 99.54% | 99.54% |
| 17/05/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 621,223 CHF | 621,973 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.12% | 8.27 CHF | 8.28 CHF | 75,000 | 75,000 | 74,954 | 74,954 | 625,630 CHF | 626,380 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.12% | 8.15 CHF | 8.16 CHF | 75,000 | 75,000 | 74,866 | 74,866 | 601,937 CHF | 602,687 CHF | 99.83% | 99.83% |
| 14/05/2024 | 0.13% | 8.03 CHF | 8.04 CHF | 75,000 | 75,000 | 74,996 | 74,996 | 599,152 CHF | 599,902 CHF | 99.81% | 99.81% |
| 13/05/2024 | 0.13% | 7.90 CHF | 7.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 591,384 CHF | 592,134 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.12% | 7.96 CHF | 7.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 602,578 CHF | 603,328 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.12% | 8.05 CHF | 8.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 602,762 CHF | 603,512 CHF | 99.77% | 99.77% |
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