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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.33% | 3.12 CHF | 3.13 CHF | 75,000 | 75,000 | 74,211 | 74,211 | 224,474 CHF | 225,221 CHF | 95.62% | 95.62% |
| 14/05/2024 | 0.73% | 2.78 CHF | 2.80 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 105,958 CHF | 106,734 CHF | 97.83% | 97.83% |
| 13/05/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 221,727 CHF | 222,477 CHF | 99.30% | 99.30% |
| 10/05/2024 | 0.34% | 3.04 CHF | 3.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 230,359 CHF | 231,148 CHF | 80.89% | 80.89% |
| 08/05/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 227,375 CHF | 228,154 CHF | 95.65% | 95.65% |
| 07/05/2024 | 0.37% | 2.97 CHF | 2.98 CHF | 75,000 | 75,000 | 71,629 | 71,629 | 210,728 CHF | 211,479 CHF | 98.05% | 98.05% |
| 06/05/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 221,161 CHF | 221,911 CHF | 97.26% | 97.26% |
| 03/05/2024 | 0.37% | 2.96 CHF | 2.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 221,075 CHF | 221,894 CHF | 95.82% | 95.82% |
| 02/05/2024 | 0.34% | 2.86 CHF | 2.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 218,377 CHF | 219,127 CHF | 99.13% | 99.13% |
| 30/04/2024 | 0.37% | 2.84 CHF | 2.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 214,679 CHF | 215,480 CHF | 99.30% | 99.30% |
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