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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 | 0.08% | 12.07 CHF | 12.08 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 900,515 CHF | 300,422 CHF | 98.15% | 98.15% |
| 15/05/2024 | 0.09% | 11.82 CHF | 11.83 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 864,310 CHF | 288,353 CHF | 97.87% | 97.87% |
| 14/05/2024 | 0.09% | 11.30 CHF | 11.31 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 844,194 CHF | 281,648 CHF | 93.59% | 93.59% |
| 13/05/2024 | 0.09% | 11.27 CHF | 11.28 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 847,323 CHF | 282,691 CHF | 98.41% | 98.41% |
| 10/05/2024 | 0.09% | 11.19 CHF | 11.20 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 847,656 CHF | 282,802 CHF | 99.34% | 99.34% |
| 08/05/2024 | 0.09% | 10.92 CHF | 10.93 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 817,784 CHF | 272,845 CHF | 98.90% | 98.90% |
| 07/05/2024 | 0.09% | 11.01 CHF | 11.02 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 818,261 CHF | 273,004 CHF | 97.53% | 97.53% |
| 06/05/2024 | 0.09% | 10.64 CHF | 10.65 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 790,544 CHF | 263,765 CHF | 98.43% | 98.43% |
| 03/05/2024 | 0.10% | 10.16 CHF | 10.17 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 756,735 CHF | 252,495 CHF | 97.59% | 97.59% |
| 02/05/2024 | 0.10% | 9.73 CHF | 9.74 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 731,529 CHF | 244,093 CHF | 99.30% | 99.30% |
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