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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 | 0.21% | 4.91 CHF | 4.92 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 364,711 CHF | 121,820 CHF | 98.12% | 98.12% |
| 15/05/2024 | 0.23% | 4.68 CHF | 4.69 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 329,419 CHF | 110,056 CHF | 97.86% | 97.86% |
| 14/05/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 308,955 CHF | 103,235 CHF | 93.69% | 93.69% |
| 13/05/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 312,326 CHF | 104,359 CHF | 98.36% | 98.36% |
| 10/05/2024 | 0.24% | 4.07 CHF | 4.08 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 312,932 CHF | 104,561 CHF | 99.39% | 99.39% |
| 08/05/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 284,811 CHF | 95,187 CHF | 98.87% | 98.87% |
| 07/05/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 286,509 CHF | 95,753 CHF | 97.55% | 97.55% |
| 06/05/2024 | 0.29% | 3.59 CHF | 3.60 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 262,279 CHF | 87,676 CHF | 98.42% | 98.42% |
| 03/05/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 232,156 CHF | 77,635 CHF | 97.65% | 97.65% |
| 02/05/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 75,000 | 25,000 | 79,174 | 26,391 | 219,770 CHF | 73,521 CHF | 99.30% | 99.30% |
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