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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 | 0.62% | 8.68 CHF | 8.73 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 55,184 CHF | 55,525 CHF | 99.56% | 99.56% |
| 15/05/2024 | 0.53% | 9.84 CHF | 9.90 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 69,340 CHF | 69,705 CHF | 99.51% | 99.51% |
| 14/05/2024 | 0.55% | 9.30 CHF | 9.35 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 64,986 CHF | 65,348 CHF | 99.59% | 99.59% |
| 13/05/2024 | 0.55% | 9.29 CHF | 9.34 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 64,359 CHF | 64,716 CHF | 99.52% | 99.52% |
| 10/05/2024 | 0.53% | 9.25 CHF | 9.30 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 66,298 CHF | 66,648 CHF | 99.54% | 99.54% |
| 08/05/2024 | 0.57% | 8.30 CHF | 8.35 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 66,694 CHF | 67,074 CHF | 99.53% | 99.53% |
| 07/05/2024 | 0.57% | 8.52 CHF | 8.56 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 67,262 CHF | 67,643 CHF | 99.52% | 99.52% |
| 06/05/2024 | 0.54% | 8.66 CHF | 8.70 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 68,810 CHF | 69,183 CHF | 99.50% | 99.50% |
| 03/05/2024 | 0.56% | 8.38 CHF | 8.42 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 68,227 CHF | 68,609 CHF | 99.61% | 99.61% |
| 02/05/2024 | 0.52% | 8.56 CHF | 8.61 CHF | 8,000 | 8,000 | 7,352 | 7,352 | 63,129 CHF | 63,456 CHF | 99.50% | 99.50% |
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