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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 | 0.23% | 4.48 CHF | 4.49 CHF | 37,000 | 37,000 | 36,975 | 36,975 | 163,924 CHF | 164,294 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 37,000 | 37,000 | 36,925 | 36,925 | 162,978 CHF | 163,348 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 37,000 | 37,000 | 37,596 | 37,596 | 161,085 CHF | 161,461 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.25% | 4.14 CHF | 4.15 CHF | 38,000 | 38,000 | 38,995 | 38,995 | 157,444 CHF | 157,834 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 39,000 | 39,000 | 39,000 | 39,000 | 158,124 CHF | 158,514 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 39,000 | 39,000 | 39,000 | 39,000 | 157,916 CHF | 158,306 CHF | 99.06% | 99.06% |
| 07/05/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 39,000 | 39,000 | 39,485 | 39,485 | 155,543 CHF | 155,938 CHF | 99.66% | 99.66% |
| 06/05/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 40,000 | 40,000 | 39,989 | 39,989 | 155,455 CHF | 155,855 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 41,000 | 41,000 | 40,708 | 40,708 | 152,206 CHF | 152,613 CHF | 99.98% | 99.98% |
| 02/05/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 40,000 | 40,000 | 40,829 | 40,829 | 151,673 CHF | 152,081 CHF | 100.00% | 100.00% |
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