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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 | 0.44% | 2.27 CHF | 2.28 CHF | 130,000 | 130,000 | 128,945 | 128,945 | 295,104 CHF | 296,394 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 120,000 | 120,000 | 128,380 | 128,380 | 294,157 CHF | 295,443 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 130,000 | 130,000 | 129,976 | 129,976 | 292,867 CHF | 294,167 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 291,588 CHF | 292,888 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 288,751 CHF | 290,051 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 278,889 CHF | 280,189 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 130,000 | 130,000 | 129,972 | 129,972 | 267,387 CHF | 268,687 CHF | 97.17% | 97.17% |
| 06/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 264,361 CHF | 265,661 CHF | 98.55% | 98.55% |
| 03/05/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 259,998 CHF | 261,298 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 260,172 CHF | 261,472 CHF | 100.00% | 100.00% |
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