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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% | 4.45 CHF | 4.46 CHF | 132,000 | 132,000 | 59,075 | 59,075 | 251,050 CHF | 251,643 CHF | 99.99% | 99.99% |
| 15/05/2024 | 0.26% | 4.06 CHF | 4.07 CHF | 140,000 | 140,000 | 61,296 | 61,296 | 241,234 CHF | 241,849 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 144,000 | 144,000 | 63,965 | 63,965 | 239,350 CHF | 239,991 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.27% | 3.85 CHF | 3.86 CHF | 144,000 | 144,000 | 62,895 | 62,895 | 239,725 CHF | 240,355 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 146,000 | 146,000 | 62,591 | 62,591 | 242,195 CHF | 242,822 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 144,000 | 144,000 | 61,686 | 61,686 | 240,756 CHF | 241,374 CHF | 98.99% | 98.99% |
| 07/05/2024 | 0.26% | 4.02 CHF | 4.03 CHF | 140,000 | 140,000 | 61,342 | 61,342 | 243,064 CHF | 243,679 CHF | 99.67% | 99.67% |
| 06/05/2024 | 0.26% | 3.95 CHF | 3.96 CHF | 142,000 | 142,000 | 61,406 | 61,406 | 239,429 CHF | 240,044 CHF | 99.99% | 99.99% |
| 03/05/2024 | 0.29% | 3.60 CHF | 3.61 CHF | 150,000 | 150,000 | 65,516 | 65,516 | 235,487 CHF | 236,143 CHF | 99.91% | 99.91% |
| 02/05/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 152,000 | 152,000 | 65,130 | 65,130 | 227,748 CHF | 228,400 CHF | 99.96% | 99.96% |
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