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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 | 0.78% | 9.45 CHF | 9.53 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 47,222 CHF | 47,592 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.79% | 9.46 CHF | 9.53 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 46,993 CHF | 47,368 CHF | 98.78% | 98.78% |
| 14/05/2024 | 0.78% | 9.38 CHF | 9.45 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 46,682 CHF | 47,046 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.72% | 9.26 CHF | 9.32 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 46,146 CHF | 46,478 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.73% | 9.25 CHF | 9.32 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 46,234 CHF | 46,571 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.75% | 9.06 CHF | 9.13 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 45,252 CHF | 45,592 CHF | 99.86% | 99.86% |
| 07/05/2024 | 0.74% | 9.01 CHF | 9.07 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 44,766 CHF | 45,101 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.76% | 8.87 CHF | 8.94 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 44,225 CHF | 44,562 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.75% | 8.79 CHF | 8.86 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 43,808 CHF | 44,138 CHF | 99.91% | 99.91% |
| 02/05/2024 | 0.72% | 8.68 CHF | 8.74 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 43,432 CHF | 43,746 CHF | 100.00% | 100.00% |
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