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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 | 0.46% | 2.26 CHF | 2.27 CHF | 25,000 | 25,000 | 24,737 | 24,737 | 54,085 CHF | 54,332 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,072 CHF | 55,322 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,324 CHF | 54,574 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,228 CHF | 54,478 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,516 CHF | 53,766 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.51% | 2.01 CHF | 2.02 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 58,925 CHF | 59,225 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 59,849 CHF | 60,149 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 56,455 CHF | 56,755 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 55,545 CHF | 55,845 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 30,000 | 30,000 | 26,749 | 26,749 | 49,048 CHF | 49,316 CHF | 100.00% | 100.00% |
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