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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 | 0.33% | 3.10 CHF | 3.11 CHF | 270,000 | 270,000 | 93,176 | 93,176 | 289,253 CHF | 290,189 CHF | 99.99% | 99.99% |
| 15/05/2024 | 0.33% | 3.11 CHF | 3.12 CHF | 270,000 | 270,000 | 93,258 | 93,258 | 290,635 CHF | 291,570 CHF | 99.99% | 99.99% |
| 14/05/2024 | 0.33% | 3.13 CHF | 3.14 CHF | 270,000 | 270,000 | 93,630 | 93,630 | 292,972 CHF | 293,910 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 270,000 | 270,000 | 93,705 | 93,705 | 287,505 CHF | 288,443 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 270,000 | 270,000 | 92,449 | 92,449 | 287,613 CHF | 288,539 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.34% | 3.12 CHF | 3.13 CHF | 270,000 | 270,000 | 91,103 | 91,103 | 279,717 CHF | 280,629 CHF | 98.98% | 98.98% |
| 07/05/2024 | 0.35% | 3.01 CHF | 3.02 CHF | 270,000 | 270,000 | 96,759 | 96,759 | 285,614 CHF | 286,584 CHF | 99.67% | 99.67% |
| 06/05/2024 | 0.36% | 2.89 CHF | 2.90 CHF | 280,000 | 280,000 | 98,528 | 98,528 | 278,946 CHF | 279,933 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.38% | 2.74 CHF | 2.75 CHF | 290,000 | 290,000 | 99,779 | 99,779 | 270,249 CHF | 271,248 CHF | 99.97% | 99.97% |
| 02/05/2024 | 0.39% | 2.66 CHF | 2.67 CHF | 290,000 | 290,000 | 101,695 | 101,695 | 265,355 CHF | 266,373 CHF | 100.00% | 100.00% |
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