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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 | 0.16% | 6.47 CHF | 6.48 CHF | 115,000 | 115,000 | 51,480 | 51,480 | 334,522 CHF | 335,039 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.16% | 6.43 CHF | 6.44 CHF | 115,000 | 115,000 | 51,527 | 51,527 | 330,609 CHF | 331,127 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.16% | 6.40 CHF | 6.41 CHF | 115,000 | 115,000 | 53,545 | 53,545 | 338,223 CHF | 338,760 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 120,000 | 120,000 | 52,444 | 52,444 | 335,684 CHF | 336,210 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.16% | 6.41 CHF | 6.42 CHF | 115,000 | 115,000 | 51,587 | 51,587 | 334,551 CHF | 335,068 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.16% | 6.48 CHF | 6.49 CHF | 115,000 | 115,000 | 51,681 | 51,681 | 330,655 CHF | 331,173 CHF | 99.13% | 99.13% |
| 07/05/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 120,000 | 120,000 | 53,639 | 53,639 | 337,100 CHF | 337,638 CHF | 99.85% | 99.85% |
| 06/05/2024 | 0.17% | 6.17 CHF | 6.18 CHF | 120,000 | 120,000 | 53,543 | 53,543 | 327,381 CHF | 327,919 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.17% | 6.02 CHF | 6.03 CHF | 125,000 | 125,000 | 55,840 | 55,840 | 331,679 CHF | 332,239 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.17% | 5.86 CHF | 5.87 CHF | 125,000 | 125,000 | 56,367 | 56,367 | 330,674 CHF | 331,238 CHF | 99.87% | 99.87% |
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