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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 | 0.32% | 3.10 CHF | 3.11 CHF | 160,000 | 160,000 | 159,765 | 159,765 | 501,704 CHF | 503,304 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.33% | 3.13 CHF | 3.14 CHF | 160,000 | 160,000 | 159,707 | 159,707 | 482,174 CHF | 483,774 CHF | 99.82% | 99.82% |
| 14/05/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 453,793 CHF | 455,393 CHF | 99.87% | 99.87% |
| 13/05/2024 | 0.35% | 2.77 CHF | 2.78 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 452,340 CHF | 453,940 CHF | 99.45% | 99.45% |
| 10/05/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 489,093 CHF | 490,693 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 412,695 CHF | 414,295 CHF | 99.29% | 99.29% |
| 07/05/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 418,559 CHF | 420,159 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 424,258 CHF | 425,858 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.40% | 2.42 CHF | 2.43 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 395,021 CHF | 396,621 CHF | 98.17% | 98.17% |
| 02/05/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 401,423 CHF | 403,023 CHF | 99.99% | 99.99% |
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