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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% | 3.95 CHF | 3.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,777,410 CHF | 593,968 CHF | 99.14% | 99.14% |
| 14/05/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,788,550 CHF | 597,684 CHF | 99.22% | 99.22% |
| 13/05/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,763,780 CHF | 589,426 CHF | 98.03% | 98.03% |
| 10/05/2024 | 0.25% | 3.91 CHF | 3.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,778,930 CHF | 594,476 CHF | 99.20% | 99.20% |
| 08/05/2024 | 0.26% | 3.98 CHF | 3.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,747,220 CHF | 583,907 CHF | 99.19% | 99.19% |
| 07/05/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,705,640 CHF | 570,047 CHF | 98.26% | 98.26% |
| 06/05/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,642,800 CHF | 549,101 CHF | 99.23% | 99.23% |
| 03/05/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,587,300 CHF | 530,599 CHF | 99.15% | 99.15% |
| 02/05/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,549,820 CHF | 518,108 CHF | 99.20% | 99.20% |
| 30/04/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,560,490 CHF | 521,665 CHF | 98.70% | 98.70% |
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