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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 | 0.50% | 249.00 CHF | 250.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,247,790 CHF | 1,254,000 CHF | 99.37% | 99.37% |
| 15/05/2024 | 0.50% | 239.10 CHF | 240.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,191,420 CHF | 1,197,420 CHF | 98.35% | 98.35% |
| 14/05/2024 | 0.51% | 234.70 CHF | 235.90 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,167,670 CHF | 1,173,670 CHF | 99.38% | 99.38% |
| 13/05/2024 | 0.50% | 239.50 CHF | 240.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,189,460 CHF | 1,195,460 CHF | 98.94% | 98.94% |
| 10/05/2024 | 0.50% | 236.20 CHF | 237.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,185,410 CHF | 1,191,410 CHF | 99.37% | 99.37% |
| 08/05/2024 | 0.52% | 231.90 CHF | 233.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,160,500 CHF | 1,166,500 CHF | 99.36% | 99.36% |
| 07/05/2024 | 0.51% | 231.50 CHF | 232.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,148,120 CHF | 1,153,970 CHF | 94.75% | 94.75% |
| 06/05/2024 | 0.48% | 228.10 CHF | 229.20 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,136,840 CHF | 1,142,340 CHF | 99.37% | 99.37% |
| 03/05/2024 | 0.49% | 225.60 CHF | 226.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,119,250 CHF | 1,124,750 CHF | 99.37% | 99.37% |
| 02/05/2024 | 0.49% | 221.70 CHF | 222.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,135,950 CHF | 1,141,540 CHF | 99.38% | 99.38% |
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