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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% | 7.66 CHF | 7.67 CHF | 75,000 | 75,000 | 74,959 | 74,959 | 579,981 CHF | 580,731 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.13% | 7.54 CHF | 7.55 CHF | 75,000 | 75,000 | 74,866 | 74,866 | 556,457 CHF | 557,207 CHF | 99.83% | 99.83% |
| 14/05/2024 | 0.14% | 7.42 CHF | 7.43 CHF | 75,000 | 75,000 | 74,994 | 74,994 | 553,668 CHF | 554,418 CHF | 99.81% | 99.81% |
| 13/05/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 545,800 CHF | 546,550 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.13% | 7.35 CHF | 7.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 556,984 CHF | 557,734 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.13% | 7.44 CHF | 7.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 556,964 CHF | 557,714 CHF | 99.77% | 99.77% |
| 07/05/2024 | 0.13% | 7.73 CHF | 7.74 CHF | 75,000 | 75,000 | 74,977 | 74,977 | 582,025 CHF | 582,775 CHF | 98.41% | 98.41% |
| 06/05/2024 | 0.13% | 7.77 CHF | 7.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 577,502 CHF | 578,252 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.14% | 7.42 CHF | 7.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 551,225 CHF | 551,975 CHF | 99.87% | 99.87% |
| 02/05/2024 | 0.14% | 7.35 CHF | 7.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 555,124 CHF | 555,874 CHF | 99.58% | 99.58% |
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