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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 | 0.35% | 30.13 CHF | 30.24 CHF | 3,000 | 3,000 | 3,018 | 3,018 | 93,566 CHF | 93,897 CHF | 99.58% | 99.58% |
| 15/05/2024 | 0.37% | 29.04 CHF | 29.16 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 85,789 CHF | 86,106 CHF | 99.58% | 99.58% |
| 14/05/2024 | 0.36% | 30.52 CHF | 30.63 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 89,473 CHF | 89,792 CHF | 99.52% | 99.52% |
| 13/05/2024 | 0.34% | 30.57 CHF | 30.67 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 91,552 CHF | 91,866 CHF | 99.48% | 99.52% |
| 10/05/2024 | 0.33% | 29.97 CHF | 30.07 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 91,828 CHF | 92,131 CHF | 99.55% | 99.55% |
| 08/05/2024 | 0.33% | 29.23 CHF | 29.33 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 88,357 CHF | 88,646 CHF | 99.57% | 99.57% |
| 07/05/2024 | 0.33% | 28.87 CHF | 28.96 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 83,530 CHF | 83,802 CHF | 99.56% | 99.56% |
| 06/05/2024 | 0.32% | 26.59 CHF | 26.67 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 77,911 CHF | 78,159 CHF | 99.52% | 99.52% |
| 03/05/2024 | 0.35% | 23.41 CHF | 23.50 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 74,334 CHF | 74,598 CHF | 99.49% | 99.49% |
| 02/05/2024 | 0.34% | 25.75 CHF | 25.84 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 77,519 CHF | 77,780 CHF | 99.47% | 99.47% |
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