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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 | 0.36% | 2.77 CHF | 2.78 CHF | 130,000 | 130,000 | 128,942 | 128,942 | 359,911 CHF | 361,202 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 120,000 | 120,000 | 128,379 | 128,379 | 358,769 CHF | 360,055 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 130,000 | 130,000 | 129,976 | 129,976 | 358,369 CHF | 359,669 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 357,013 CHF | 358,313 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 354,249 CHF | 355,549 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 344,415 CHF | 345,715 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 130,000 | 130,000 | 129,972 | 129,972 | 332,807 CHF | 334,107 CHF | 97.17% | 97.17% |
| 06/05/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 329,753 CHF | 331,053 CHF | 98.43% | 98.43% |
| 03/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 325,381 CHF | 326,681 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 325,590 CHF | 326,890 CHF | 100.00% | 100.00% |
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