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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 | 0.14% | 7.24 CHF | 7.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 530,356 CHF | 531,106 CHF | 99.33% | 99.33% |
| 15/05/2024 | 0.15% | 6.95 CHF | 6.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 515,712 CHF | 516,462 CHF | 99.32% | 99.32% |
| 14/05/2024 | 0.15% | 6.81 CHF | 6.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 505,017 CHF | 505,767 CHF | 99.02% | 99.02% |
| 13/05/2024 | 0.16% | 6.47 CHF | 6.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 481,327 CHF | 482,077 CHF | 98.44% | 98.44% |
| 10/05/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 505,381 CHF | 506,131 CHF | 99.35% | 99.35% |
| 08/05/2024 | 0.15% | 6.84 CHF | 6.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 514,670 CHF | 515,420 CHF | 99.30% | 99.30% |
| 07/05/2024 | 0.15% | 6.92 CHF | 6.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 503,436 CHF | 504,186 CHF | 99.33% | 99.33% |
| 06/05/2024 | 0.15% | 6.55 CHF | 6.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 492,915 CHF | 493,665 CHF | 99.35% | 99.35% |
| 03/05/2024 | 0.15% | 6.34 CHF | 6.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 492,689 CHF | 493,439 CHF | 92.17% | 92.17% |
| 02/05/2024 | 0.15% | 6.46 CHF | 6.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 483,602 CHF | 484,352 CHF | 98.84% | 98.84% |
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