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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 | 0.40% | 2.49 CHF | 2.50 CHF | 130,000 | 130,000 | 128,937 | 128,937 | 323,043 CHF | 324,334 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 120,000 | 120,000 | 128,380 | 128,380 | 322,096 CHF | 323,382 CHF | 99.99% | 99.99% |
| 14/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 130,000 | 130,000 | 129,976 | 129,976 | 321,141 CHF | 322,441 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 319,818 CHF | 321,118 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 317,000 CHF | 318,300 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 307,053 CHF | 308,353 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 130,000 | 130,000 | 129,903 | 129,903 | 295,405 CHF | 296,705 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 292,579 CHF | 293,879 CHF | 98.55% | 98.55% |
| 03/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 288,224 CHF | 289,524 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 288,381 CHF | 289,681 CHF | 99.99% | 99.99% |
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