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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 | 0.80% | 123.45 % | 124.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,125 CHF | 312,617 CHF | 99.72% | 99.72% |
| 15/05/2024 | 0.80% | 111.98 % | 112.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,788 CHF | 280,020 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.80% | 107.52 % | 108.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,520 CHF | 267,651 CHF | 97.48% | 97.48% |
| 13/05/2024 | 0.80% | 112.77 % | 113.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,916 CHF | 280,149 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.80% | 108.78 % | 109.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,690 CHF | 275,888 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.80% | 103.66 % | 104.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,483 CHF | 261,566 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.80% | 103.33 % | 104.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,100 CHF | 256,143 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,219 CHF | 251,224 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.82% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,621 CHF | 244,621 CHF | 99.08% | 99.08% |
| 02/05/2024 | 0.81% | 95.48 % | 96.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,593 CHF | 251,612 CHF | 99.19% | 99.19% |
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