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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 | 0.14% | 7.30 CHF | 7.31 CHF | 75,000 | 75,000 | 74,927 | 74,927 | 552,689 CHF | 553,439 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.14% | 7.18 CHF | 7.19 CHF | 75,000 | 75,000 | 74,851 | 74,851 | 529,401 CHF | 530,151 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.14% | 7.06 CHF | 7.07 CHF | 75,000 | 75,000 | 74,981 | 74,981 | 526,622 CHF | 527,372 CHF | 99.80% | 99.80% |
| 13/05/2024 | 0.14% | 6.94 CHF | 6.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 518,793 CHF | 519,543 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 529,926 CHF | 530,676 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.14% | 7.08 CHF | 7.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 529,870 CHF | 530,620 CHF | 99.77% | 99.77% |
| 07/05/2024 | 0.14% | 7.37 CHF | 7.38 CHF | 75,000 | 75,000 | 74,942 | 74,942 | 554,534 CHF | 555,284 CHF | 98.42% | 98.42% |
| 06/05/2024 | 0.14% | 7.41 CHF | 7.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 550,236 CHF | 550,986 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.14% | 7.06 CHF | 7.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 523,787 CHF | 524,537 CHF | 99.89% | 99.89% |
| 02/05/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 527,855 CHF | 528,605 CHF | 99.56% | 99.56% |
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