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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 | 0.51% | 3.85 CHF | 3.87 CHF | 64,000 | 64,000 | 62,988 | 62,988 | 246,570 CHF | 247,830 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.52% | 3.94 CHF | 3.96 CHF | 63,000 | 63,000 | 63,348 | 63,348 | 245,048 CHF | 246,318 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.53% | 3.83 CHF | 3.85 CHF | 64,000 | 64,000 | 64,199 | 64,199 | 242,244 CHF | 243,529 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.52% | 3.81 CHF | 3.83 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 245,304 CHF | 246,578 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.50% | 3.97 CHF | 3.99 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 242,300 CHF | 243,523 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.52% | 3.79 CHF | 3.81 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 238,971 CHF | 240,226 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.54% | 3.75 CHF | 3.77 CHF | 63,000 | 63,000 | 63,071 | 63,071 | 234,847 CHF | 236,110 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.54% | 3.73 CHF | 3.75 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 234,928 CHF | 236,200 CHF | 98.53% | 98.53% |
| 03/05/2024 | 0.55% | 3.65 CHF | 3.67 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 231,388 CHF | 232,670 CHF | 99.97% | 99.97% |
| 02/05/2024 | 0.56% | 3.57 CHF | 3.59 CHF | 65,000 | 65,000 | 64,759 | 64,759 | 230,432 CHF | 231,727 CHF | 99.98% | 99.98% |
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