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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 27/05/2024 | 0.21% | 4.77 CHF | 4.78 CHF | 46,000 | 46,000 | 38,518 | 38,518 | 183,665 CHF | 184,051 CHF | 99.28% | 99.28% |
| 24/05/2024 | 0.23% | 4.62 CHF | 4.63 CHF | 132,000 | 132,000 | 58,581 | 58,581 | 263,450 CHF | 264,037 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 134,000 | 134,000 | 56,447 | 56,447 | 266,372 CHF | 266,940 CHF | 100.00% | 100.00% |
| 22/05/2024 | 0.22% | 4.73 CHF | 4.74 CHF | 130,000 | 130,000 | 57,241 | 57,241 | 265,941 CHF | 266,514 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 134,000 | 134,000 | 58,065 | 58,065 | 265,090 CHF | 265,672 CHF | 99.71% | 99.71% |
| 17/05/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 132,000 | 132,000 | 56,699 | 56,699 | 260,943 CHF | 261,511 CHF | 99.90% | 99.90% |
| 16/05/2024 | 0.23% | 4.61 CHF | 4.62 CHF | 132,000 | 132,000 | 59,074 | 59,074 | 260,882 CHF | 261,475 CHF | 99.99% | 99.99% |
| 15/05/2024 | 0.25% | 4.23 CHF | 4.24 CHF | 140,000 | 140,000 | 61,292 | 61,292 | 251,430 CHF | 252,045 CHF | 99.99% | 99.99% |
| 14/05/2024 | 0.26% | 3.97 CHF | 3.98 CHF | 144,000 | 144,000 | 63,959 | 63,959 | 250,007 CHF | 250,648 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.26% | 4.02 CHF | 4.03 CHF | 144,000 | 144,000 | 62,896 | 62,896 | 250,191 CHF | 250,821 CHF | 100.00% | 100.00% |
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