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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% | 6.58 CHF | 6.59 CHF | 75,000 | 75,000 | 74,928 | 74,928 | 498,988 CHF | 499,738 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.16% | 6.46 CHF | 6.47 CHF | 75,000 | 75,000 | 74,849 | 74,849 | 475,875 CHF | 476,625 CHF | 99.83% | 99.83% |
| 14/05/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 75,000 | 75,000 | 74,980 | 74,980 | 473,179 CHF | 473,929 CHF | 99.81% | 99.81% |
| 13/05/2024 | 0.16% | 6.22 CHF | 6.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 465,189 CHF | 465,939 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 476,288 CHF | 477,038 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.16% | 6.36 CHF | 6.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 475,974 CHF | 476,724 CHF | 99.77% | 99.77% |
| 07/05/2024 | 0.15% | 6.64 CHF | 6.65 CHF | 75,000 | 75,000 | 74,951 | 74,951 | 500,492 CHF | 501,242 CHF | 98.42% | 98.42% |
| 06/05/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 495,978 CHF | 496,728 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 469,161 CHF | 469,911 CHF | 99.90% | 99.90% |
| 02/05/2024 | 0.16% | 6.25 CHF | 6.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 473,578 CHF | 474,328 CHF | 99.58% | 99.58% |
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