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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 | 0.26% | 3.91 CHF | 3.92 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,370,800 CHF | 588,984 CHF | 99.20% | 99.20% |
| 15/05/2024 | 0.25% | 3.88 CHF | 3.89 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,372,950 CHF | 589,906 CHF | 99.02% | 99.02% |
| 14/05/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,369,980 CHF | 588,632 CHF | 99.22% | 99.22% |
| 13/05/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,393,050 CHF | 598,521 CHF | 98.36% | 98.36% |
| 10/05/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,419,110 CHF | 609,689 CHF | 99.23% | 99.23% |
| 08/05/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,402,280 CHF | 602,475 CHF | 99.19% | 99.19% |
| 07/05/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,402,810 CHF | 602,703 CHF | 99.18% | 99.18% |
| 06/05/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,372,960 CHF | 589,910 CHF | 99.26% | 99.26% |
| 03/05/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,362,330 CHF | 585,354 CHF | 93.44% | 93.44% |
| 02/05/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,325,430 CHF | 569,541 CHF | 99.19% | 99.19% |
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