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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 | 0.37% | 2.71 CHF | 2.72 CHF | 130,000 | 130,000 | 128,942 | 128,942 | 351,277 CHF | 352,568 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.37% | 2.77 CHF | 2.78 CHF | 120,000 | 120,000 | 128,381 | 128,381 | 350,096 CHF | 351,383 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 130,000 | 130,000 | 129,977 | 129,977 | 349,607 CHF | 350,907 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 348,282 CHF | 349,582 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 345,488 CHF | 346,788 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 335,539 CHF | 336,839 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 130,000 | 130,000 | 129,972 | 129,972 | 323,960 CHF | 325,260 CHF | 97.17% | 97.17% |
| 06/05/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 320,855 CHF | 322,155 CHF | 98.54% | 98.54% |
| 03/05/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 316,523 CHF | 317,823 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 316,692 CHF | 317,992 CHF | 100.00% | 100.00% |
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