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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 | 0.31% | 3.56 CHF | 3.57 CHF | 132,000 | 132,000 | 59,074 | 59,074 | 198,614 CHF | 199,207 CHF | 99.99% | 99.99% |
| 15/05/2024 | 0.34% | 3.17 CHF | 3.18 CHF | 140,000 | 140,000 | 61,299 | 61,299 | 186,721 CHF | 187,336 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.36% | 2.91 CHF | 2.92 CHF | 144,000 | 144,000 | 63,958 | 63,958 | 182,321 CHF | 182,962 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.35% | 2.96 CHF | 2.97 CHF | 144,000 | 144,000 | 62,895 | 62,895 | 183,749 CHF | 184,379 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 146,000 | 146,000 | 62,594 | 62,594 | 186,497 CHF | 187,124 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 144,000 | 144,000 | 61,686 | 61,686 | 185,786 CHF | 186,403 CHF | 98.99% | 98.99% |
| 07/05/2024 | 0.33% | 3.13 CHF | 3.14 CHF | 140,000 | 140,000 | 61,343 | 61,343 | 188,539 CHF | 189,154 CHF | 99.67% | 99.67% |
| 06/05/2024 | 0.34% | 3.06 CHF | 3.07 CHF | 142,000 | 142,000 | 61,419 | 61,419 | 184,966 CHF | 185,582 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.38% | 2.72 CHF | 2.73 CHF | 150,000 | 150,000 | 65,551 | 65,551 | 177,397 CHF | 178,053 CHF | 99.95% | 99.95% |
| 02/05/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 152,000 | 152,000 | 65,160 | 65,160 | 169,542 CHF | 170,195 CHF | 100.00% | 100.00% |
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