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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 | 0.15% | 6.83 CHF | 6.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 499,993 CHF | 500,743 CHF | 99.33% | 99.33% |
| 15/05/2024 | 0.15% | 6.54 CHF | 6.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 485,290 CHF | 486,040 CHF | 99.32% | 99.32% |
| 14/05/2024 | 0.16% | 6.40 CHF | 6.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 474,522 CHF | 475,272 CHF | 99.03% | 99.03% |
| 13/05/2024 | 0.17% | 6.07 CHF | 6.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 450,873 CHF | 451,623 CHF | 98.45% | 98.45% |
| 10/05/2024 | 0.16% | 6.25 CHF | 6.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 474,916 CHF | 475,666 CHF | 99.33% | 99.33% |
| 08/05/2024 | 0.15% | 6.43 CHF | 6.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 484,147 CHF | 484,897 CHF | 99.28% | 99.28% |
| 07/05/2024 | 0.16% | 6.52 CHF | 6.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 472,999 CHF | 473,749 CHF | 99.34% | 99.34% |
| 06/05/2024 | 0.16% | 6.15 CHF | 6.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 462,547 CHF | 463,297 CHF | 99.35% | 99.35% |
| 03/05/2024 | 0.16% | 5.93 CHF | 5.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 460,880 CHF | 461,630 CHF | 99.14% | 99.14% |
| 02/05/2024 | 0.17% | 6.05 CHF | 6.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 453,015 CHF | 453,765 CHF | 98.85% | 98.85% |
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