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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 | 0.43% | 4.57 CHF | 4.59 CHF | 64,000 | 64,000 | 62,988 | 62,988 | 292,482 CHF | 293,743 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.44% | 4.67 CHF | 4.69 CHF | 63,000 | 63,000 | 63,348 | 63,348 | 291,292 CHF | 292,562 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.44% | 4.56 CHF | 4.58 CHF | 64,000 | 64,000 | 64,199 | 64,199 | 289,051 CHF | 290,335 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.44% | 4.54 CHF | 4.56 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 291,821 CHF | 293,095 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.43% | 4.70 CHF | 4.72 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 286,875 CHF | 288,098 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.44% | 4.52 CHF | 4.54 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 284,726 CHF | 285,982 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.45% | 4.48 CHF | 4.50 CHF | 63,000 | 63,000 | 63,068 | 63,068 | 280,798 CHF | 282,061 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.45% | 4.46 CHF | 4.48 CHF | 63,000 | 63,000 | 63,646 | 63,646 | 281,272 CHF | 282,545 CHF | 98.56% | 98.56% |
| 03/05/2024 | 0.46% | 4.37 CHF | 4.39 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 278,097 CHF | 279,378 CHF | 99.97% | 99.97% |
| 02/05/2024 | 0.47% | 4.30 CHF | 4.32 CHF | 65,000 | 65,000 | 64,760 | 64,760 | 277,563 CHF | 278,858 CHF | 99.99% | 99.99% |
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