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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 | 0.13% | 8.01 CHF | 8.02 CHF | 135,000 | 135,000 | 46,864 | 46,864 | 375,176 CHF | 375,646 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.13% | 8.01 CHF | 8.02 CHF | 135,000 | 135,000 | 46,899 | 46,899 | 376,649 CHF | 377,119 CHF | 99.99% | 99.99% |
| 14/05/2024 | 0.13% | 8.05 CHF | 8.06 CHF | 135,000 | 135,000 | 47,079 | 47,079 | 379,432 CHF | 379,904 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.13% | 7.96 CHF | 7.97 CHF | 135,000 | 135,000 | 47,119 | 47,119 | 373,879 CHF | 374,351 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.13% | 7.91 CHF | 7.92 CHF | 135,000 | 135,000 | 46,480 | 46,480 | 372,846 CHF | 373,312 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.13% | 8.05 CHF | 8.06 CHF | 135,000 | 135,000 | 45,811 | 45,811 | 363,871 CHF | 364,330 CHF | 98.98% | 98.98% |
| 07/05/2024 | 0.13% | 7.82 CHF | 7.83 CHF | 135,000 | 135,000 | 48,406 | 48,406 | 372,832 CHF | 373,317 CHF | 99.60% | 99.60% |
| 06/05/2024 | 0.14% | 7.58 CHF | 7.59 CHF | 140,000 | 140,000 | 49,263 | 49,263 | 367,324 CHF | 367,817 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 145,000 | 145,000 | 49,882 | 49,882 | 359,656 CHF | 360,155 CHF | 99.96% | 99.96% |
| 02/05/2024 | 0.15% | 7.12 CHF | 7.13 CHF | 145,000 | 145,000 | 51,098 | 51,098 | 359,022 CHF | 359,533 CHF | 99.98% | 99.98% |
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