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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 | 0.19% | 5.33 CHF | 5.34 CHF | 115,000 | 115,000 | 51,474 | 51,474 | 275,905 CHF | 276,422 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 115,000 | 115,000 | 51,526 | 51,526 | 271,930 CHF | 272,448 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.20% | 5.26 CHF | 5.27 CHF | 115,000 | 115,000 | 53,560 | 53,560 | 277,183 CHF | 277,720 CHF | 99.86% | 99.86% |
| 13/05/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 120,000 | 120,000 | 52,443 | 52,443 | 275,900 CHF | 276,426 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 115,000 | 115,000 | 51,584 | 51,584 | 275,716 CHF | 276,233 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.19% | 5.34 CHF | 5.35 CHF | 115,000 | 115,000 | 51,681 | 51,681 | 271,664 CHF | 272,182 CHF | 99.13% | 99.13% |
| 07/05/2024 | 0.20% | 5.20 CHF | 5.21 CHF | 120,000 | 120,000 | 53,640 | 53,640 | 275,997 CHF | 276,535 CHF | 99.85% | 99.85% |
| 06/05/2024 | 0.21% | 5.03 CHF | 5.04 CHF | 120,000 | 120,000 | 53,542 | 53,542 | 266,511 CHF | 267,048 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 125,000 | 125,000 | 55,804 | 55,804 | 268,055 CHF | 268,614 CHF | 99.93% | 99.93% |
| 02/05/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 125,000 | 125,000 | 56,366 | 56,366 | 266,141 CHF | 266,706 CHF | 99.87% | 99.87% |
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