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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,585,070 CHF | 529,856 CHF | 99.14% | 99.14% |
| 14/05/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,595,460 CHF | 533,319 CHF | 99.21% | 99.21% |
| 13/05/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,571,180 CHF | 525,227 CHF | 98.06% | 98.06% |
| 10/05/2024 | 0.28% | 3.48 CHF | 3.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,586,110 CHF | 530,204 CHF | 99.22% | 99.22% |
| 08/05/2024 | 0.29% | 3.55 CHF | 3.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,554,330 CHF | 519,611 CHF | 99.20% | 99.20% |
| 07/05/2024 | 0.30% | 3.43 CHF | 3.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,512,850 CHF | 505,783 CHF | 98.26% | 98.26% |
| 06/05/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,450,820 CHF | 485,107 CHF | 99.23% | 99.23% |
| 03/05/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,394,780 CHF | 466,427 CHF | 99.16% | 99.16% |
| 02/05/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,356,170 CHF | 453,555 CHF | 99.21% | 99.21% |
| 30/04/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,366,720 CHF | 457,075 CHF | 98.70% | 98.70% |
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