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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 | 0.22% | 26.65 CHF | 26.71 CHF | 1,000 | 1,000 | 1,035 | 1,035 | 27,339 CHF | 27,399 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.29% | 26.87 CHF | 26.93 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 27,824 CHF | 27,904 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.29% | 28.29 CHF | 28.37 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 29,218 CHF | 29,302 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.29% | 28.78 CHF | 28.86 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 28,802 CHF | 28,886 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.28% | 29.06 CHF | 29.14 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 29,721 CHF | 29,805 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.31% | 27.33 CHF | 27.41 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 26,512 CHF | 26,595 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.30% | 27.98 CHF | 28.07 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 29,273 CHF | 29,361 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.33% | 31.33 CHF | 31.47 CHF | 70 | 70 | 70 | 70 | 2,170 CHF | 2,177 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.30% | 29.59 CHF | 29.68 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 30,551 CHF | 30,642 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.30% | 31.61 CHF | 31.70 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 30,616 CHF | 30,709 CHF | 98.66% | 98.66% |
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