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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 | 1.00% | 13.50 CHF | 13.64 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 134,390 CHF | 135,737 CHF | 72.53% | 72.53% |
| 15/05/2024 | 1.00% | 13.56 CHF | 13.70 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 135,384 CHF | 136,741 CHF | 48.64% | 48.64% |
| 14/05/2024 | 1.00% | 13.48 CHF | 13.62 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 134,319 CHF | 135,674 CHF | 84.36% | 84.36% |
| 13/05/2024 | 1.02% | 13.48 CHF | 13.62 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 134,438 CHF | 135,812 CHF | 88.62% | 88.62% |
| 10/05/2024 | 1.00% | 13.46 CHF | 13.60 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 135,418 CHF | 136,778 CHF | 96.03% | 96.03% |
| 08/05/2024 | 1.01% | 13.44 CHF | 13.58 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 134,998 CHF | 136,365 CHF | 58.60% | 58.60% |
| 07/05/2024 | 0.99% | 13.60 CHF | 13.74 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 135,207 CHF | 136,556 CHF | 56.05% | 56.05% |
| 06/05/2024 | 1.01% | 13.32 CHF | 13.46 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 132,999 CHF | 134,347 CHF | 91.31% | 91.31% |
| 03/05/2024 | 1.51% | 13.20 CHF | 13.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 65,861 CHF | 66,861 CHF | 82.17% | 82.17% |
| 02/05/2024 | 1.50% | 13.16 CHF | 13.36 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 65,864 CHF | 66,863 CHF | 89.23% | 89.23% |
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