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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/05/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 143,127 CHF | 143,827 CHF | 98.98% | 98.98% |
| 16/05/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 70,000 | 70,000 | 69,912 | 69,912 | 138,229 CHF | 138,929 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.52% | 1.99 CHF | 2.00 CHF | 70,000 | 70,000 | 69,869 | 69,869 | 134,182 CHF | 134,882 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 132,589 CHF | 133,289 CHF | 99.97% | 99.97% |
| 13/05/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 136,958 CHF | 137,658 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 134,235 CHF | 134,935 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 135,568 CHF | 136,268 CHF | 99.15% | 99.15% |
| 07/05/2024 | 0.55% | 1.91 CHF | 1.92 CHF | 70,000 | 70,000 | 69,928 | 69,928 | 126,962 CHF | 127,662 CHF | 99.86% | 99.86% |
| 06/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 124,850 CHF | 125,550 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 124,595 CHF | 125,295 CHF | 99.95% | 99.95% |
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