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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 | 0.25% | 4.25 CHF | 4.26 CHF | 132,000 | 132,000 | 59,075 | 59,075 | 239,690 CHF | 240,283 CHF | 99.99% | 99.99% |
| 15/05/2024 | 0.28% | 3.87 CHF | 3.88 CHF | 140,000 | 140,000 | 61,296 | 61,296 | 229,430 CHF | 230,046 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.29% | 3.61 CHF | 3.62 CHF | 144,000 | 144,000 | 63,956 | 63,956 | 226,962 CHF | 227,603 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 144,000 | 144,000 | 62,894 | 62,894 | 227,558 CHF | 228,188 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 146,000 | 146,000 | 62,594 | 62,594 | 230,158 CHF | 230,785 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.28% | 3.67 CHF | 3.68 CHF | 144,000 | 144,000 | 61,681 | 61,681 | 228,802 CHF | 229,419 CHF | 98.99% | 98.99% |
| 07/05/2024 | 0.27% | 3.83 CHF | 3.84 CHF | 140,000 | 140,000 | 61,342 | 61,342 | 231,248 CHF | 231,863 CHF | 99.67% | 99.67% |
| 06/05/2024 | 0.28% | 3.76 CHF | 3.77 CHF | 142,000 | 142,000 | 61,398 | 61,398 | 227,584 CHF | 228,199 CHF | 99.98% | 99.98% |
| 03/05/2024 | 0.30% | 3.41 CHF | 3.42 CHF | 150,000 | 150,000 | 65,484 | 65,484 | 222,749 CHF | 223,405 CHF | 99.87% | 99.87% |
| 02/05/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 152,000 | 152,000 | 65,136 | 65,136 | 215,139 CHF | 215,792 CHF | 99.97% | 99.97% |
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