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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 | 0.24% | 4.14 CHF | 4.15 CHF | 37,000 | 37,000 | 36,975 | 36,975 | 151,353 CHF | 151,723 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 37,000 | 37,000 | 36,925 | 36,925 | 150,420 CHF | 150,790 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 37,000 | 37,000 | 37,596 | 37,596 | 148,303 CHF | 148,679 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 38,000 | 38,000 | 38,995 | 38,995 | 144,186 CHF | 144,576 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 39,000 | 39,000 | 39,000 | 39,000 | 144,864 CHF | 145,254 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 39,000 | 39,000 | 39,000 | 39,000 | 144,656 CHF | 145,046 CHF | 99.06% | 99.06% |
| 07/05/2024 | 0.28% | 3.67 CHF | 3.68 CHF | 39,000 | 39,000 | 39,494 | 39,494 | 142,153 CHF | 142,548 CHF | 99.60% | 99.60% |
| 06/05/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 40,000 | 40,000 | 39,989 | 39,989 | 141,858 CHF | 142,258 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 41,000 | 41,000 | 40,708 | 40,708 | 138,364 CHF | 138,771 CHF | 99.98% | 99.98% |
| 02/05/2024 | 0.30% | 3.46 CHF | 3.47 CHF | 40,000 | 40,000 | 40,829 | 40,829 | 137,832 CHF | 138,240 CHF | 100.00% | 100.00% |
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