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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,800,480 CHF | 601,662 CHF | 99.14% | 99.14% |
| 14/05/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,811,430 CHF | 605,309 CHF | 99.21% | 99.21% |
| 13/05/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,786,740 CHF | 597,080 CHF | 98.11% | 98.11% |
| 10/05/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,801,740 CHF | 602,078 CHF | 99.20% | 99.20% |
| 08/05/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,770,330 CHF | 591,611 CHF | 99.21% | 99.21% |
| 07/05/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,728,320 CHF | 577,606 CHF | 98.26% | 98.26% |
| 06/05/2024 | 0.27% | 3.79 CHF | 3.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,665,710 CHF | 556,735 CHF | 99.23% | 99.23% |
| 03/05/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,610,230 CHF | 538,244 CHF | 99.15% | 99.15% |
| 02/05/2024 | 0.29% | 3.56 CHF | 3.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,572,730 CHF | 525,744 CHF | 99.20% | 99.20% |
| 30/04/2024 | 0.28% | 3.49 CHF | 3.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,583,540 CHF | 529,348 CHF | 98.71% | 98.71% |
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