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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 24/05/2024 | 0.27% | 3.97 CHF | 3.98 CHF | 132,000 | 132,000 | 58,576 | 58,576 | 225,255 CHF | 225,841 CHF | 99.99% | 99.99% |
| 23/05/2024 | 0.25% | 3.83 CHF | 3.84 CHF | 134,000 | 134,000 | 56,459 | 56,459 | 229,686 CHF | 230,254 CHF | 99.99% | 99.99% |
| 22/05/2024 | 0.26% | 4.08 CHF | 4.09 CHF | 130,000 | 130,000 | 57,241 | 57,241 | 228,693 CHF | 229,267 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 134,000 | 134,000 | 58,055 | 58,055 | 227,436 CHF | 228,018 CHF | 99.72% | 99.72% |
| 17/05/2024 | 0.26% | 4.00 CHF | 4.01 CHF | 132,000 | 132,000 | 56,709 | 56,709 | 224,358 CHF | 224,926 CHF | 99.91% | 99.91% |
| 16/05/2024 | 0.27% | 3.97 CHF | 3.98 CHF | 132,000 | 132,000 | 59,075 | 59,075 | 222,930 CHF | 223,523 CHF | 99.99% | 99.99% |
| 15/05/2024 | 0.30% | 3.58 CHF | 3.59 CHF | 140,000 | 140,000 | 61,296 | 61,296 | 211,995 CHF | 212,610 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.31% | 3.32 CHF | 3.33 CHF | 144,000 | 144,000 | 63,963 | 63,963 | 208,758 CHF | 209,399 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.31% | 3.37 CHF | 3.38 CHF | 144,000 | 144,000 | 62,895 | 62,895 | 209,692 CHF | 210,322 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 146,000 | 146,000 | 62,594 | 62,594 | 212,361 CHF | 212,988 CHF | 100.00% | 100.00% |
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