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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 | 0.30% | 5.46 CHF | 5.48 CHF | 4,000 | 4,000 | 3,931 | 3,931 | 20,825 CHF | 20,888 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.26% | 5.42 CHF | 5.44 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 21,906 CHF | 21,962 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.26% | 5.49 CHF | 5.51 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 21,257 CHF | 21,312 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.26% | 5.34 CHF | 5.36 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 20,926 CHF | 20,981 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.26% | 5.16 CHF | 5.17 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 20,384 CHF | 20,436 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.26% | 5.13 CHF | 5.14 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 20,353 CHF | 20,405 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.26% | 5.08 CHF | 5.09 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 20,433 CHF | 20,486 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.26% | 5.11 CHF | 5.12 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 20,292 CHF | 20,345 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.28% | 5.13 CHF | 5.15 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 20,187 CHF | 20,243 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.26% | 5.49 CHF | 5.50 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 21,808 CHF | 21,864 CHF | 100.00% | 100.00% |
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