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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 | 0.20% | 5.02 CHF | 5.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 250,241 CHF | 250,741 CHF | 99.60% | 99.60% |
| 22/05/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 246,622 CHF | 247,122 CHF | 98.59% | 98.59% |
| 21/05/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 247,444 CHF | 247,944 CHF | 99.99% | 99.99% |
| 17/05/2024 | 0.20% | 4.93 CHF | 4.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 245,488 CHF | 245,988 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 250,393 CHF | 250,893 CHF | 99.85% | 99.85% |
| 15/05/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 248,141 CHF | 248,641 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.21% | 4.92 CHF | 4.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 243,459 CHF | 243,959 CHF | 98.99% | 98.99% |
| 13/05/2024 | 0.20% | 4.91 CHF | 4.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 247,203 CHF | 247,703 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 247,577 CHF | 248,077 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 240,016 CHF | 240,516 CHF | 100.00% | 100.00% |
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