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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 27/05/2024 | 0.36% | 29.12 CHF | 29.22 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 28,011 CHF | 28,110 CHF | 99.90% | 99.90% |
| 24/05/2024 | 0.37% | 26.79 CHF | 26.88 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 25,579 CHF | 25,674 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.36% | 25.40 CHF | 25.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 26,232 CHF | 26,328 CHF | 100.00% | 100.00% |
| 22/05/2024 | 0.42% | 25.04 CHF | 25.13 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 24,624 CHF | 24,727 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.43% | 25.56 CHF | 25.67 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 25,670 CHF | 25,780 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.43% | 28.79 CHF | 28.92 CHF | 750 | 750 | 750 | 750 | 21,868 CHF | 21,962 CHF | 97.25% | 97.25% |
| 16/05/2024 | 0.43% | 31.01 CHF | 31.14 CHF | 750 | 750 | 750 | 750 | 23,109 CHF | 23,208 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.42% | 33.56 CHF | 33.70 CHF | 750 | 750 | 750 | 750 | 25,362 CHF | 25,470 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.39% | 35.36 CHF | 35.49 CHF | 750 | 750 | 750 | 750 | 25,540 CHF | 25,639 CHF | 99.78% | 99.78% |
| 13/05/2024 | 0.37% | 30.98 CHF | 31.09 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 29,822 CHF | 29,933 CHF | 100.00% | 100.00% |
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