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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 | 0.44% | 2.27 CHF | 2.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 171,011 CHF | 171,761 CHF | 99.33% | 99.33% |
| 15/05/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 75,000 | 75,000 | 74,489 | 74,489 | 165,407 CHF | 166,158 CHF | 98.94% | 98.94% |
| 14/05/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 158,087 CHF | 158,837 CHF | 99.53% | 99.53% |
| 13/05/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,622 CHF | 160,372 CHF | 99.38% | 99.38% |
| 10/05/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,835 CHF | 160,585 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 158,837 CHF | 159,587 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.78% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 61,311 | 61,311 | 125,380 CHF | 126,290 CHF | 98.93% | 98.93% |
| 06/05/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 174,476 CHF | 175,476 CHF | 99.38% | 99.38% |
| 03/05/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 163,093 CHF | 164,093 CHF | 98.43% | 98.43% |
| 02/05/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 152,950 CHF | 153,950 CHF | 99.12% | 99.12% |
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