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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 | 0.40% | 11.98 CHF | 12.03 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 240,357 CHF | 241,317 CHF | 100.00% | 100.00% |
| 22/05/2024 | 0.40% | 12.00 CHF | 12.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 239,973 CHF | 240,933 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.40% | 12.00 CHF | 12.04 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 239,882 CHF | 240,842 CHF | 99.98% | 99.98% |
| 17/05/2024 | 0.40% | 12.00 CHF | 12.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 239,830 CHF | 240,790 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.40% | 11.96 CHF | 12.01 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 238,990 CHF | 239,950 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.40% | 11.92 CHF | 11.97 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 237,485 CHF | 238,444 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.40% | 11.84 CHF | 11.89 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 236,376 CHF | 237,316 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.40% | 11.82 CHF | 11.86 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 236,160 CHF | 237,100 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.40% | 11.79 CHF | 11.84 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 235,922 CHF | 236,862 CHF | 96.66% | 96.66% |
| 08/05/2024 | 0.40% | 11.71 CHF | 11.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 233,944 CHF | 234,884 CHF | 99.41% | 99.41% |
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