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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% | 25.15 CHF | 25.24 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 76,426 CHF | 76,691 CHF | 99.55% | 99.55% |
| 15/05/2024 | 0.33% | 27.62 CHF | 27.71 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 85,709 CHF | 85,995 CHF | 99.53% | 99.53% |
| 14/05/2024 | 0.33% | 27.93 CHF | 28.02 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 82,011 CHF | 82,279 CHF | 99.49% | 99.49% |
| 13/05/2024 | 0.36% | 25.65 CHF | 25.74 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 73,893 CHF | 74,157 CHF | 99.48% | 99.52% |
| 10/05/2024 | 0.36% | 25.40 CHF | 25.49 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 75,147 CHF | 75,414 CHF | 99.57% | 99.57% |
| 08/05/2024 | 0.35% | 25.31 CHF | 25.40 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 79,211 CHF | 79,488 CHF | 99.53% | 99.53% |
| 07/05/2024 | 0.32% | 28.51 CHF | 28.60 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 83,039 CHF | 83,303 CHF | 99.56% | 99.56% |
| 06/05/2024 | 0.31% | 26.26 CHF | 26.34 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 79,542 CHF | 79,790 CHF | 99.58% | 99.58% |
| 03/05/2024 | 0.32% | 24.64 CHF | 24.72 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 98,253 CHF | 98,567 CHF | 99.52% | 99.52% |
| 02/05/2024 | 0.33% | 23.75 CHF | 23.83 CHF | 4,000 | 4,000 | 3,356 | 3,356 | 80,127 CHF | 80,392 CHF | 98.16% | 98.16% |
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