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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/05/2024 | 0.46% | 272.50 CHF | 273.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,366,700 CHF | 1,372,950 CHF | 99.38% | 99.38% |
| 21/05/2024 | 0.54% | 274.75 CHF | 276.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,375,330 CHF | 1,382,830 CHF | 99.24% | 99.24% |
| 17/05/2024 | 0.54% | 274.75 CHF | 276.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,373,600 CHF | 1,381,090 CHF | 99.37% | 99.37% |
| 16/05/2024 | 0.46% | 273.25 CHF | 274.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,368,240 CHF | 1,374,610 CHF | 99.38% | 99.38% |
| 15/05/2024 | 0.47% | 265.75 CHF | 267.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,319,480 CHF | 1,325,730 CHF | 98.35% | 98.35% |
| 14/05/2024 | 0.49% | 258.50 CHF | 259.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,283,140 CHF | 1,289,390 CHF | 99.38% | 99.38% |
| 13/05/2024 | 0.48% | 264.25 CHF | 265.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,311,500 CHF | 1,317,750 CHF | 98.95% | 98.95% |
| 10/05/2024 | 0.48% | 259.25 CHF | 260.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,304,110 CHF | 1,310,360 CHF | 99.37% | 99.37% |
| 08/05/2024 | 0.49% | 253.25 CHF | 254.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,268,760 CHF | 1,275,010 CHF | 99.36% | 99.36% |
| 07/05/2024 | 0.49% | 253.00 CHF | 254.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,247,280 CHF | 1,253,460 CHF | 94.75% | 94.75% |
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