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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 | 0.14% | 7.36 CHF | 7.37 CHF | 135,000 | 135,000 | 46,843 | 46,843 | 344,512 CHF | 344,983 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.14% | 7.36 CHF | 7.37 CHF | 135,000 | 135,000 | 46,897 | 46,897 | 346,069 CHF | 346,539 CHF | 99.99% | 99.99% |
| 14/05/2024 | 0.14% | 7.40 CHF | 7.41 CHF | 135,000 | 135,000 | 47,081 | 47,081 | 348,741 CHF | 349,212 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 135,000 | 135,000 | 47,119 | 47,119 | 343,175 CHF | 343,647 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 135,000 | 135,000 | 46,485 | 46,485 | 342,570 CHF | 343,035 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.14% | 7.40 CHF | 7.41 CHF | 135,000 | 135,000 | 45,807 | 45,807 | 333,930 CHF | 334,388 CHF | 98.97% | 98.97% |
| 07/05/2024 | 0.15% | 7.17 CHF | 7.18 CHF | 135,000 | 135,000 | 48,402 | 48,402 | 341,273 CHF | 341,758 CHF | 99.61% | 99.61% |
| 06/05/2024 | 0.15% | 6.93 CHF | 6.94 CHF | 140,000 | 140,000 | 49,264 | 49,264 | 335,354 CHF | 335,848 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.16% | 6.62 CHF | 6.63 CHF | 145,000 | 145,000 | 49,888 | 49,888 | 327,335 CHF | 327,835 CHF | 99.97% | 99.97% |
| 02/05/2024 | 0.16% | 6.47 CHF | 6.48 CHF | 145,000 | 145,000 | 51,107 | 51,107 | 325,690 CHF | 326,202 CHF | 99.99% | 99.99% |
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