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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 | 0.50% | 236.90 CHF | 238.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,187,340 CHF | 1,193,340 CHF | 99.38% | 99.38% |
| 15/05/2024 | 0.49% | 226.30 CHF | 227.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,126,400 CHF | 1,131,900 CHF | 98.34% | 98.34% |
| 14/05/2024 | 0.50% | 221.90 CHF | 223.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,103,620 CHF | 1,109,120 CHF | 99.37% | 99.37% |
| 13/05/2024 | 0.49% | 226.60 CHF | 227.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,125,300 CHF | 1,130,800 CHF | 98.94% | 98.94% |
| 10/05/2024 | 0.49% | 223.40 CHF | 224.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,120,770 CHF | 1,126,270 CHF | 99.37% | 99.37% |
| 08/05/2024 | 0.50% | 219.30 CHF | 220.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,096,090 CHF | 1,101,590 CHF | 99.36% | 99.36% |
| 07/05/2024 | 0.51% | 218.70 CHF | 219.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,084,960 CHF | 1,090,460 CHF | 94.75% | 94.75% |
| 06/05/2024 | 0.51% | 215.60 CHF | 216.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,074,100 CHF | 1,079,600 CHF | 99.38% | 99.38% |
| 03/05/2024 | 0.52% | 213.20 CHF | 214.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,058,540 CHF | 1,064,040 CHF | 99.33% | 99.33% |
| 02/05/2024 | 0.51% | 209.90 CHF | 211.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,077,140 CHF | 1,082,640 CHF | 99.36% | 99.36% |
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