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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 | 0.41% | 5.02 CHF | 5.04 CHF | 7,000 | 7,000 | 7,018 | 7,018 | 35,971 CHF | 36,118 CHF | 99.61% | 99.61% |
| 15/05/2024 | 0.33% | 4.96 CHF | 4.98 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 39,533 CHF | 39,664 CHF | 99.50% | 99.50% |
| 14/05/2024 | 0.39% | 4.51 CHF | 4.52 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 36,427 CHF | 36,568 CHF | 99.49% | 99.55% |
| 13/05/2024 | 0.37% | 4.91 CHF | 4.93 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 32,789 CHF | 32,910 CHF | 99.08% | 99.08% |
| 10/05/2024 | 0.35% | 5.71 CHF | 5.74 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 35,278 CHF | 35,402 CHF | 99.53% | 99.53% |
| 08/05/2024 | 0.35% | 5.66 CHF | 5.68 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 40,209 CHF | 40,349 CHF | 99.48% | 99.48% |
| 07/05/2024 | 0.34% | 5.77 CHF | 5.79 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 38,515 CHF | 38,646 CHF | 99.60% | 99.60% |
| 06/05/2024 | 0.35% | 5.25 CHF | 5.27 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 37,180 CHF | 37,312 CHF | 99.56% | 99.56% |
| 03/05/2024 | 0.33% | 5.32 CHF | 5.34 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 37,422 CHF | 37,547 CHF | 99.48% | 99.52% |
| 02/05/2024 | 0.35% | 5.01 CHF | 5.03 CHF | 8,000 | 8,000 | 7,352 | 7,352 | 36,388 CHF | 36,515 CHF | 99.45% | 99.45% |
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