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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 | 0.26% | 3.92 CHF | 3.93 CHF | 37,000 | 37,000 | 36,972 | 36,972 | 143,208 CHF | 143,578 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 37,000 | 37,000 | 36,926 | 36,926 | 142,302 CHF | 142,672 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.27% | 3.85 CHF | 3.86 CHF | 37,000 | 37,000 | 37,596 | 37,596 | 140,032 CHF | 140,408 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.29% | 3.58 CHF | 3.59 CHF | 38,000 | 38,000 | 38,995 | 38,995 | 135,570 CHF | 135,960 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 39,000 | 39,000 | 39,000 | 39,000 | 136,284 CHF | 136,674 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 39,000 | 39,000 | 39,000 | 39,000 | 136,076 CHF | 136,466 CHF | 99.06% | 99.06% |
| 07/05/2024 | 0.30% | 3.45 CHF | 3.46 CHF | 39,000 | 39,000 | 39,484 | 39,484 | 133,429 CHF | 133,824 CHF | 99.66% | 99.66% |
| 06/05/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 40,000 | 40,000 | 39,989 | 39,989 | 133,109 CHF | 133,509 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 41,000 | 41,000 | 40,708 | 40,708 | 129,409 CHF | 129,816 CHF | 99.97% | 99.97% |
| 02/05/2024 | 0.32% | 3.24 CHF | 3.25 CHF | 40,000 | 40,000 | 40,830 | 40,830 | 128,849 CHF | 129,258 CHF | 100.00% | 100.00% |
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