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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% | 2.25 CHF | 2.26 CHF | 130,000 | 130,000 | 128,941 | 128,941 | 292,979 CHF | 294,270 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 120,000 | 120,000 | 128,378 | 128,378 | 292,093 CHF | 293,380 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 130,000 | 130,000 | 129,975 | 129,975 | 290,779 CHF | 292,079 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 289,565 CHF | 290,865 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 286,811 CHF | 288,111 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 276,928 CHF | 278,228 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 130,000 | 130,000 | 129,901 | 129,901 | 265,188 CHF | 266,488 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 262,255 CHF | 263,555 CHF | 98.44% | 98.44% |
| 03/05/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 257,929 CHF | 259,229 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 258,238 CHF | 259,538 CHF | 100.00% | 100.00% |
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