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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 | 0.28% | 3.51 CHF | 3.52 CHF | 160,000 | 160,000 | 159,766 | 159,766 | 568,039 CHF | 569,639 CHF | 99.60% | 99.60% |
| 15/05/2024 | 0.29% | 3.55 CHF | 3.56 CHF | 160,000 | 160,000 | 159,706 | 159,706 | 547,960 CHF | 549,560 CHF | 99.41% | 99.41% |
| 14/05/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 519,279 CHF | 520,879 CHF | 99.87% | 99.87% |
| 13/05/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 517,475 CHF | 519,075 CHF | 99.45% | 99.45% |
| 10/05/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 554,518 CHF | 556,118 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 475,239 CHF | 476,839 CHF | 99.29% | 99.29% |
| 07/05/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 480,559 CHF | 482,159 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 486,506 CHF | 488,106 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 455,666 CHF | 457,266 CHF | 98.18% | 98.18% |
| 02/05/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 461,356 CHF | 462,956 CHF | 100.00% | 100.00% |
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