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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 | 0.38% | 2.60 CHF | 2.61 CHF | 130,000 | 130,000 | 128,947 | 128,947 | 337,107 CHF | 338,398 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 120,000 | 120,000 | 128,376 | 128,376 | 335,963 CHF | 337,250 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 130,000 | 130,000 | 129,975 | 129,975 | 335,304 CHF | 336,604 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 333,982 CHF | 335,282 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 331,188 CHF | 332,488 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 321,239 CHF | 322,539 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 130,000 | 130,000 | 129,954 | 129,954 | 309,620 CHF | 310,920 CHF | 97.17% | 97.17% |
| 06/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 306,555 CHF | 307,855 CHF | 98.56% | 98.56% |
| 03/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 302,223 CHF | 303,523 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 302,546 CHF | 303,846 CHF | 100.00% | 100.00% |
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