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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 | 0.46% | 2.18 CHF | 2.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 163,963 CHF | 164,713 CHF | 99.33% | 99.33% |
| 15/05/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 75,000 | 75,000 | 74,488 | 74,488 | 158,423 CHF | 159,173 CHF | 98.94% | 98.94% |
| 14/05/2024 | 0.50% | 2.06 CHF | 2.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 150,949 CHF | 151,699 CHF | 99.53% | 99.53% |
| 13/05/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 152,568 CHF | 153,318 CHF | 99.37% | 99.37% |
| 10/05/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 152,772 CHF | 153,522 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 151,772 CHF | 152,522 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.82% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 61,311 | 61,311 | 119,555 CHF | 120,472 CHF | 98.92% | 98.92% |
| 06/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 164,930 CHF | 165,930 CHF | 99.37% | 99.37% |
| 03/05/2024 | 0.65% | 1.59 CHF | 1.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,394 CHF | 154,394 CHF | 98.64% | 98.64% |
| 02/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 143,270 CHF | 144,270 CHF | 99.13% | 99.13% |
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