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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 | 0.24% | 4.12 CHF | 4.13 CHF | 116,000 | 116,000 | 115,029 | 115,029 | 473,442 CHF | 474,594 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 116,000 | 116,000 | 115,256 | 115,256 | 455,694 CHF | 456,849 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 116,000 | 116,000 | 115,493 | 115,493 | 457,017 CHF | 458,172 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 116,000 | 116,000 | 115,522 | 115,522 | 462,772 CHF | 463,928 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 116,000 | 116,000 | 115,522 | 115,522 | 463,066 CHF | 464,221 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 116,000 | 116,000 | 115,496 | 115,496 | 460,295 CHF | 461,450 CHF | 99.14% | 99.14% |
| 07/05/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 118,000 | 118,000 | 118,006 | 118,006 | 450,149 CHF | 451,330 CHF | 99.82% | 99.82% |
| 06/05/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 120,000 | 120,000 | 119,607 | 119,607 | 444,640 CHF | 445,836 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 120,000 | 120,000 | 119,839 | 119,839 | 441,440 CHF | 442,639 CHF | 99.98% | 99.98% |
| 02/05/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 122,000 | 122,000 | 120,807 | 120,807 | 440,118 CHF | 441,326 CHF | 99.99% | 99.99% |
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