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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 | 0.42% | 35.35 CHF | 35.50 CHF | 15,000 | 15,000 | 14,934 | 14,934 | 540,246 CHF | 542,490 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.42% | 36.87 CHF | 37.02 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 540,789 CHF | 543,039 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.43% | 35.73 CHF | 35.88 CHF | 15,000 | 15,000 | 14,929 | 14,929 | 527,194 CHF | 529,438 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.42% | 35.58 CHF | 35.73 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 530,898 CHF | 533,148 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.39% | 35.34 CHF | 35.48 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 537,664 CHF | 539,764 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.40% | 32.65 CHF | 32.78 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 489,071 CHF | 491,021 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.40% | 31.54 CHF | 31.66 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 604,967 CHF | 607,367 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.39% | 28.71 CHF | 28.82 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 567,496 CHF | 569,696 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.41% | 26.85 CHF | 26.96 CHF | 20,000 | 20,000 | 19,910 | 19,910 | 537,084 CHF | 539,278 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.43% | 26.19 CHF | 26.30 CHF | 20,000 | 20,000 | 19,824 | 19,824 | 521,017 CHF | 523,208 CHF | 99.95% | 99.95% |
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