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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 | 0.39% | 97.26 CHF | 97.66 CHF | 750 | 750 | 746 | 746 | 76,448 CHF | 76,748 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.37% | 104.59 CHF | 104.97 CHF | 750 | 750 | 750 | 750 | 74,484 CHF | 74,763 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.40% | 96.23 CHF | 96.60 CHF | 750 | 750 | 750 | 750 | 69,302 CHF | 69,577 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.38% | 95.46 CHF | 95.82 CHF | 750 | 750 | 750 | 750 | 73,506 CHF | 73,782 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.34% | 99.34 CHF | 99.68 CHF | 750 | 750 | 750 | 750 | 74,096 CHF | 74,347 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.36% | 87.59 CHF | 87.91 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 88,725 CHF | 89,049 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.38% | 85.08 CHF | 85.40 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 83,406 CHF | 83,728 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.37% | 83.88 CHF | 84.18 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 81,598 CHF | 81,901 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.38% | 78.97 CHF | 79.26 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 77,011 CHF | 77,302 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.38% | 74.70 CHF | 74.98 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 74,005 CHF | 74,288 CHF | 100.00% | 100.00% |
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