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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.57% | 10.70 CHF | 10.76 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 468,593 CHF | 471,293 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.60% | 10.30 CHF | 10.36 CHF | 45,000 | 45,000 | 44,795 | 44,795 | 454,637 CHF | 457,330 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.59% | 10.24 CHF | 10.30 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 458,178 CHF | 460,878 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.48% | 10.17 CHF | 10.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 517,456 CHF | 519,956 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.49% | 9.22 CHF | 9.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 460,295 CHF | 462,542 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.48% | 8.83 CHF | 8.87 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 503,365 CHF | 505,765 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.47% | 7.86 CHF | 7.90 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 465,119 CHF | 467,296 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.48% | 7.24 CHF | 7.28 CHF | 60,000 | 60,000 | 59,720 | 59,720 | 434,933 CHF | 437,012 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.53% | 7.02 CHF | 7.05 CHF | 60,000 | 60,000 | 59,432 | 59,432 | 419,112 CHF | 421,298 CHF | 99.94% | 99.94% |
| 30/04/2024 | 0.52% | 7.31 CHF | 7.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 396,773 CHF | 398,845 CHF | 100.00% | 100.00% |
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