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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 | 0.22% | 4.40 CHF | 4.41 CHF | 75,000 | 75,000 | 74,928 | 74,928 | 335,760 CHF | 336,510 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.24% | 4.29 CHF | 4.30 CHF | 75,000 | 75,000 | 74,846 | 74,846 | 313,302 CHF | 314,052 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 75,000 | 75,000 | 74,981 | 74,981 | 310,665 CHF | 311,415 CHF | 99.81% | 99.81% |
| 13/05/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 302,253 CHF | 303,003 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 313,186 CHF | 313,936 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 312,300 CHF | 313,050 CHF | 99.77% | 99.77% |
| 07/05/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 75,000 | 75,000 | 74,942 | 74,942 | 336,103 CHF | 336,853 CHF | 98.42% | 98.42% |
| 06/05/2024 | 0.23% | 4.49 CHF | 4.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 331,226 CHF | 331,976 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 303,383 CHF | 304,133 CHF | 99.89% | 99.89% |
| 02/05/2024 | 0.24% | 4.04 CHF | 4.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 308,855 CHF | 309,605 CHF | 99.58% | 99.58% |
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