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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 | 0.42% | 2.38 CHF | 2.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 179,214 CHF | 179,964 CHF | 95.85% | 95.85% |
| 15/05/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 75,000 | 75,000 | 74,488 | 74,488 | 173,559 CHF | 174,310 CHF | 98.94% | 98.94% |
| 14/05/2024 | 0.45% | 2.27 CHF | 2.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 166,287 CHF | 167,037 CHF | 99.53% | 99.53% |
| 13/05/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 167,842 CHF | 168,592 CHF | 99.38% | 99.38% |
| 10/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 167,967 CHF | 168,717 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 166,982 CHF | 167,732 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.74% | 2.16 CHF | 2.17 CHF | 100,000 | 100,000 | 61,311 | 61,311 | 132,066 CHF | 132,982 CHF | 98.92% | 98.92% |
| 06/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 185,476 CHF | 186,476 CHF | 99.38% | 99.38% |
| 03/05/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 174,013 CHF | 175,013 CHF | 98.43% | 98.43% |
| 02/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 163,842 CHF | 164,842 CHF | 99.05% | 99.05% |
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