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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 | 0.51% | 235.30 CHF | 236.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,179,390 CHF | 1,185,390 CHF | 99.38% | 99.38% |
| 15/05/2024 | 0.49% | 225.10 CHF | 226.20 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,120,540 CHF | 1,126,040 CHF | 98.35% | 98.35% |
| 14/05/2024 | 0.50% | 220.90 CHF | 222.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,098,580 CHF | 1,104,080 CHF | 99.36% | 99.36% |
| 13/05/2024 | 0.49% | 225.30 CHF | 226.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,119,130 CHF | 1,124,630 CHF | 98.94% | 98.94% |
| 10/05/2024 | 0.49% | 222.20 CHF | 223.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,114,670 CHF | 1,120,170 CHF | 99.37% | 99.37% |
| 08/05/2024 | 0.50% | 218.20 CHF | 219.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,091,080 CHF | 1,096,580 CHF | 99.36% | 99.36% |
| 07/05/2024 | 0.51% | 217.80 CHF | 218.90 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,080,420 CHF | 1,085,920 CHF | 94.77% | 94.77% |
| 06/05/2024 | 0.51% | 214.70 CHF | 215.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,069,860 CHF | 1,075,360 CHF | 99.37% | 99.37% |
| 03/05/2024 | 0.51% | 212.40 CHF | 213.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,054,650 CHF | 1,060,020 CHF | 99.32% | 99.32% |
| 02/05/2024 | 0.51% | 209.10 CHF | 210.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,070,520 CHF | 1,076,010 CHF | 99.35% | 99.35% |
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