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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 27/05/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 160,000 | 160,000 | 159,897 | 159,897 | 562,596 CHF | 564,196 CHF | 99.14% | 99.14% |
| 24/05/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 553,333 CHF | 554,933 CHF | 99.99% | 99.99% |
| 23/05/2024 | 0.27% | 3.49 CHF | 3.50 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 584,580 CHF | 586,180 CHF | 99.94% | 99.94% |
| 22/05/2024 | 0.24% | 3.95 CHF | 3.96 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 658,157 CHF | 659,757 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.24% | 4.29 CHF | 4.30 CHF | 160,000 | 160,000 | 159,851 | 159,851 | 672,028 CHF | 673,628 CHF | 99.99% | 99.99% |
| 17/05/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 627,783 CHF | 629,383 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 160,000 | 160,000 | 159,770 | 159,770 | 611,766 CHF | 613,366 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.27% | 3.82 CHF | 3.83 CHF | 160,000 | 160,000 | 159,707 | 159,707 | 591,902 CHF | 593,502 CHF | 99.59% | 99.59% |
| 14/05/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 563,504 CHF | 565,104 CHF | 99.69% | 99.69% |
| 13/05/2024 | 0.28% | 3.45 CHF | 3.46 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 561,760 CHF | 563,360 CHF | 99.28% | 99.28% |
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