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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 | 0.12% | 8.42 CHF | 8.43 CHF | 75,000 | 75,000 | 74,954 | 74,954 | 637,286 CHF | 638,036 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.12% | 8.31 CHF | 8.32 CHF | 75,000 | 75,000 | 74,865 | 74,865 | 613,578 CHF | 614,328 CHF | 99.83% | 99.83% |
| 14/05/2024 | 0.12% | 8.18 CHF | 8.19 CHF | 75,000 | 75,000 | 74,992 | 74,992 | 610,732 CHF | 611,482 CHF | 99.80% | 99.80% |
| 13/05/2024 | 0.12% | 8.06 CHF | 8.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 603,049 CHF | 603,799 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.12% | 8.12 CHF | 8.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 614,258 CHF | 615,008 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.12% | 8.21 CHF | 8.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 614,483 CHF | 615,233 CHF | 99.77% | 99.77% |
| 07/05/2024 | 0.12% | 8.50 CHF | 8.51 CHF | 75,000 | 75,000 | 74,976 | 74,976 | 639,800 CHF | 640,550 CHF | 98.40% | 98.40% |
| 06/05/2024 | 0.12% | 8.54 CHF | 8.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 635,398 CHF | 636,148 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.12% | 8.20 CHF | 8.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 609,454 CHF | 610,204 CHF | 99.85% | 99.85% |
| 02/05/2024 | 0.12% | 8.13 CHF | 8.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 613,016 CHF | 613,766 CHF | 99.56% | 99.56% |
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