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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 | 1.01% | 11.37 CHF | 11.49 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 56,985 CHF | 57,563 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.03% | 11.43 CHF | 11.54 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 56,925 CHF | 57,512 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.99% | 11.36 CHF | 11.48 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 57,013 CHF | 57,578 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.04% | 11.45 CHF | 11.57 CHF | 5,000 | 5,000 | 5,000 | 4,999 | 57,160 CHF | 57,750 CHF | 99.95% | 100.00% |
| 10/05/2024 | 1.04% | 11.43 CHF | 11.55 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 57,061 CHF | 57,660 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.00% | 11.29 CHF | 11.41 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 56,513 CHF | 57,081 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.05% | 11.31 CHF | 11.42 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 56,360 CHF | 56,956 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.98% | 11.22 CHF | 11.33 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 56,086 CHF | 56,641 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.05% | 11.14 CHF | 11.26 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 55,649 CHF | 56,238 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.03% | 11.15 CHF | 11.27 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 55,791 CHF | 56,369 CHF | 99.92% | 99.92% |
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