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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 | 0.57% | 4.14 CHF | 4.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 311,984 CHF | 313,782 CHF | 97.20% | 97.20% |
| 15/05/2024 | 0.55% | 4.22 CHF | 4.24 CHF | 75,000 | 75,000 | 74,230 | 74,230 | 310,536 CHF | 312,241 CHF | 98.15% | 98.15% |
| 14/05/2024 | 0.59% | 4.11 CHF | 4.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 303,456 CHF | 305,257 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.57% | 4.04 CHF | 4.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 304,494 CHF | 306,230 CHF | 99.36% | 99.36% |
| 10/05/2024 | 0.58% | 3.96 CHF | 3.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 291,197 CHF | 292,897 CHF | 99.36% | 99.36% |
| 08/05/2024 | 0.61% | 3.79 CHF | 3.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 286,524 CHF | 288,281 CHF | 96.78% | 96.78% |
| 07/05/2024 | 0.78% | 4.01 CHF | 4.03 CHF | 75,000 | 75,000 | 41,193 | 41,193 | 166,387 CHF | 167,648 CHF | 89.84% | 89.84% |
| 06/05/2024 | 0.68% | 3.32 CHF | 3.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 245,628 CHF | 247,297 CHF | 98.68% | 98.68% |
| 03/05/2024 | 0.72% | 3.20 CHF | 3.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 237,727 CHF | 239,437 CHF | 97.94% | 97.94% |
| 02/05/2024 | 0.71% | 3.10 CHF | 3.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 234,193 CHF | 235,852 CHF | 85.86% | 85.86% |
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