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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.30% | 3.43 CHF | 3.44 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 753,991 CHF | 252,080 CHF | 97.17% | 97.17% |
| 14/05/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 739,729 CHF | 247,326 CHF | 95.19% | 95.19% |
| 13/05/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 741,419 CHF | 247,890 CHF | 96.52% | 96.52% |
| 10/05/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 749,153 CHF | 250,468 CHF | 98.35% | 98.35% |
| 08/05/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 684,069 CHF | 228,773 CHF | 98.40% | 98.40% |
| 07/05/2024 | 0.36% | 2.94 CHF | 2.95 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 631,342 CHF | 211,197 CHF | 98.25% | 98.25% |
| 06/05/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 588,560 CHF | 196,937 CHF | 98.83% | 98.83% |
| 03/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 553,964 CHF | 185,405 CHF | 97.67% | 97.67% |
| 02/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 537,497 CHF | 179,916 CHF | 99.18% | 99.18% |
| 30/04/2024 | 0.38% | 2.47 CHF | 2.48 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 596,457 CHF | 199,569 CHF | 99.31% | 99.31% |
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