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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 23/05/2024 | 0.55% | 17.50 CHF | 17.60 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 272,229 CHF | 273,729 CHF | 100.00% | 100.00% |
| 22/05/2024 | 0.61% | 18.56 CHF | 18.67 CHF | 10,000 | 10,000 | 9,980 | 9,980 | 180,461 CHF | 181,558 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.59% | 19.03 CHF | 19.14 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 185,412 CHF | 186,512 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.58% | 19.08 CHF | 19.19 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 190,033 CHF | 191,133 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.59% | 18.52 CHF | 18.63 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 184,288 CHF | 185,385 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.57% | 17.76 CHF | 17.86 CHF | 15,000 | 15,000 | 14,967 | 14,967 | 264,023 CHF | 265,520 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.59% | 17.83 CHF | 17.94 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 185,488 CHF | 186,588 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.58% | 18.69 CHF | 18.80 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 184,576 CHF | 185,656 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.57% | 18.88 CHF | 18.99 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 193,957 CHF | 195,057 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.58% | 18.33 CHF | 18.44 CHF | 10,000 | 10,000 | 9,980 | 9,980 | 174,423 CHF | 175,437 CHF | 100.00% | 100.00% |
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