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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 | 0.18% | 5.64 CHF | 5.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 283,637 CHF | 284,137 CHF | 99.84% | 99.84% |
| 15/05/2024 | 0.18% | 5.76 CHF | 5.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 283,982 CHF | 284,482 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 280,147 CHF | 280,647 CHF | 98.93% | 98.93% |
| 13/05/2024 | 0.18% | 5.63 CHF | 5.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 279,135 CHF | 279,635 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.18% | 5.52 CHF | 5.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 276,956 CHF | 277,456 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.19% | 5.40 CHF | 5.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 269,414 CHF | 269,914 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 260,548 CHF | 261,048 CHF | 99.77% | 99.77% |
| 06/05/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 258,186 CHF | 258,686 CHF | 99.77% | 99.77% |
| 03/05/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 254,885 CHF | 255,385 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 255,034 CHF | 255,534 CHF | 100.00% | 100.00% |
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