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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 | 0.16% | 6.28 CHF | 6.29 CHF | 75,000 | 75,000 | 74,929 | 74,929 | 476,525 CHF | 477,275 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.17% | 6.16 CHF | 6.17 CHF | 75,000 | 75,000 | 74,849 | 74,849 | 453,523 CHF | 454,273 CHF | 99.83% | 99.83% |
| 14/05/2024 | 0.17% | 6.05 CHF | 6.06 CHF | 75,000 | 75,000 | 74,980 | 74,980 | 450,825 CHF | 451,575 CHF | 99.81% | 99.81% |
| 13/05/2024 | 0.17% | 5.92 CHF | 5.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 442,790 CHF | 443,540 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.17% | 5.98 CHF | 5.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 453,842 CHF | 454,592 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.17% | 6.06 CHF | 6.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 453,464 CHF | 454,214 CHF | 99.77% | 99.77% |
| 07/05/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 75,000 | 75,000 | 74,942 | 74,942 | 477,819 CHF | 478,569 CHF | 98.42% | 98.42% |
| 06/05/2024 | 0.16% | 6.38 CHF | 6.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 473,288 CHF | 474,038 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.17% | 6.03 CHF | 6.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 446,344 CHF | 447,094 CHF | 99.87% | 99.87% |
| 02/05/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 450,918 CHF | 451,668 CHF | 99.57% | 99.57% |
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