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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% | 5.27 CHF | 5.29 CHF | 6,000 | 6,000 | 6,070 | 6,070 | 31,974 CHF | 32,099 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.35% | 5.38 CHF | 5.40 CHF | 6,000 | 6,000 | 6,757 | 6,757 | 36,210 CHF | 36,336 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.36% | 5.39 CHF | 5.41 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 36,248 CHF | 36,378 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.35% | 5.22 CHF | 5.24 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 36,869 CHF | 36,996 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.34% | 5.08 CHF | 5.10 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 35,801 CHF | 35,923 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.36% | 4.49 CHF | 4.50 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 35,666 CHF | 35,796 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.34% | 4.49 CHF | 4.51 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 34,657 CHF | 34,776 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.35% | 3.99 CHF | 4.01 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 35,263 CHF | 35,388 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.35% | 3.82 CHF | 3.83 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 34,898 CHF | 35,022 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.37% | 3.77 CHF | 3.79 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 33,683 CHF | 33,809 CHF | 99.88% | 99.88% |
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