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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% | 4.23 CHF | 4.24 CHF | 116,000 | 116,000 | 115,026 | 115,026 | 485,561 CHF | 486,713 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 116,000 | 116,000 | 115,257 | 115,257 | 467,856 CHF | 469,011 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 116,000 | 116,000 | 115,493 | 115,493 | 469,300 CHF | 470,455 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 116,000 | 116,000 | 115,522 | 115,522 | 474,880 CHF | 476,035 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 116,000 | 116,000 | 115,522 | 115,522 | 475,276 CHF | 476,432 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 116,000 | 116,000 | 115,497 | 115,497 | 472,371 CHF | 473,526 CHF | 99.14% | 99.14% |
| 07/05/2024 | 0.26% | 4.01 CHF | 4.02 CHF | 118,000 | 118,000 | 118,022 | 118,022 | 462,535 CHF | 463,716 CHF | 99.82% | 99.82% |
| 06/05/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 120,000 | 120,000 | 119,607 | 119,607 | 457,136 CHF | 458,332 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 120,000 | 120,000 | 119,838 | 119,838 | 453,991 CHF | 455,190 CHF | 99.97% | 99.97% |
| 02/05/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 122,000 | 122,000 | 120,807 | 120,807 | 452,787 CHF | 453,995 CHF | 99.99% | 99.99% |
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