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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 | 0.42% | 2.38 CHF | 2.39 CHF | 130,000 | 130,000 | 128,941 | 128,941 | 309,152 CHF | 310,442 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 120,000 | 120,000 | 128,378 | 128,378 | 308,111 CHF | 309,398 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 130,000 | 130,000 | 129,975 | 129,975 | 306,956 CHF | 308,256 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 305,779 CHF | 307,079 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 302,931 CHF | 304,231 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 293,051 CHF | 294,351 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 130,000 | 130,000 | 129,901 | 129,901 | 281,401 CHF | 282,701 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 278,396 CHF | 279,696 CHF | 98.53% | 98.53% |
| 03/05/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 274,061 CHF | 275,361 CHF | 99.96% | 99.96% |
| 02/05/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 274,326 CHF | 275,626 CHF | 100.00% | 100.00% |
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