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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 | 1.24% | 40.13 % | 40.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 100,315 CHF | 101,565 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.24% | 40.13 % | 40.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 100,202 CHF | 101,452 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.24% | 40.02 % | 40.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 100,060 CHF | 101,310 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.24% | 40.14 % | 40.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 100,428 CHF | 101,678 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.24% | 40.03 % | 40.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 100,135 CHF | 101,385 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.25% | 39.87 % | 40.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 99,614 CHF | 100,864 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.25% | 39.77 % | 40.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 99,316 CHF | 100,566 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.25% | 39.66 % | 40.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 99,171 CHF | 100,421 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.26% | 39.46 % | 39.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 98,723 CHF | 99,973 CHF | 99.78% | 99.78% |
| 02/05/2024 | 1.26% | 39.51 % | 40.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 98,822 CHF | 100,072 CHF | 100.00% | 100.00% |
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