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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 08/05/2024 | 0.19% | 5.56 CHF | 5.57 CHF | 115,000 | 115,000 | 51,683 | 51,683 | 283,231 CHF | 283,749 CHF | 99.12% | 99.12% |
| 07/05/2024 | 0.19% | 5.42 CHF | 5.43 CHF | 120,000 | 120,000 | 53,640 | 53,640 | 287,962 CHF | 288,500 CHF | 99.85% | 99.85% |
| 06/05/2024 | 0.20% | 5.26 CHF | 5.27 CHF | 120,000 | 120,000 | 53,542 | 53,542 | 278,393 CHF | 278,931 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 125,000 | 125,000 | 55,826 | 55,826 | 280,511 CHF | 281,070 CHF | 99.97% | 99.97% |
| 02/05/2024 | 0.21% | 4.94 CHF | 4.95 CHF | 125,000 | 125,000 | 56,302 | 56,302 | 278,338 CHF | 278,902 CHF | 99.99% | 99.99% |
| 30/04/2024 | 0.21% | 4.90 CHF | 4.91 CHF | 125,000 | 125,000 | 56,396 | 56,396 | 272,048 CHF | 272,613 CHF | 99.99% | 99.99% |
| 29/04/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 125,000 | 125,000 | 51,511 | 51,511 | 252,977 CHF | 253,493 CHF | 99.80% | 99.80% |
| 26/04/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 125,000 | 125,000 | 56,074 | 56,074 | 281,121 CHF | 281,682 CHF | 99.02% | 99.02% |
| 25/04/2024 | 0.22% | 4.80 CHF | 4.81 CHF | 125,000 | 125,000 | 42,746 | 42,746 | 203,369 CHF | 203,797 CHF | 99.93% | 99.93% |
| 24/04/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 110,000 | 110,000 | 47,030 | 47,030 | 288,096 CHF | 288,567 CHF | 99.61% | 99.61% |
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