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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 | 0.27% | 3.71 CHF | 3.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,666,080 CHF | 556,859 CHF | 99.14% | 99.14% |
| 14/05/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,676,690 CHF | 560,397 CHF | 99.21% | 99.21% |
| 13/05/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,652,310 CHF | 552,271 CHF | 98.02% | 98.02% |
| 10/05/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,667,220 CHF | 557,239 CHF | 99.21% | 99.21% |
| 08/05/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,635,660 CHF | 546,720 CHF | 99.22% | 99.22% |
| 07/05/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,594,040 CHF | 532,846 CHF | 98.26% | 98.26% |
| 06/05/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,531,720 CHF | 512,072 CHF | 99.22% | 99.22% |
| 03/05/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,475,730 CHF | 493,409 CHF | 99.16% | 99.16% |
| 02/05/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,437,560 CHF | 480,687 CHF | 99.19% | 99.19% |
| 30/04/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,448,440 CHF | 484,313 CHF | 98.71% | 98.71% |
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