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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 24/05/2024 | 0.44% | 4.58 CHF | 4.60 CHF | 62,000 | 62,000 | 62,976 | 62,976 | 284,464 CHF | 285,724 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.45% | 4.50 CHF | 4.52 CHF | 63,000 | 63,000 | 62,782 | 62,782 | 281,767 CHF | 283,027 CHF | 99.99% | 99.99% |
| 22/05/2024 | 0.45% | 4.44 CHF | 4.46 CHF | 63,000 | 63,000 | 63,826 | 63,826 | 281,508 CHF | 282,785 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.45% | 4.40 CHF | 4.42 CHF | 64,000 | 64,000 | 63,743 | 63,743 | 282,207 CHF | 283,482 CHF | 95.96% | 95.96% |
| 17/05/2024 | 0.45% | 4.41 CHF | 4.43 CHF | 64,000 | 64,000 | 64,013 | 64,013 | 280,954 CHF | 282,234 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.45% | 4.42 CHF | 4.44 CHF | 64,000 | 64,000 | 62,988 | 62,988 | 282,712 CHF | 283,973 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.45% | 4.52 CHF | 4.54 CHF | 63,000 | 63,000 | 63,346 | 63,346 | 281,474 CHF | 282,744 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.46% | 4.40 CHF | 4.42 CHF | 64,000 | 64,000 | 64,198 | 64,198 | 279,181 CHF | 280,465 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.45% | 4.39 CHF | 4.41 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 281,997 CHF | 283,272 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.44% | 4.54 CHF | 4.56 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 277,282 CHF | 278,506 CHF | 100.00% | 100.00% |
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