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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 | 0.87% | 91.84 % | 92.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,780 CHF | 231,780 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.91% | 87.35 % | 88.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,839 CHF | 219,839 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.93% | 85.97 % | 86.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,775 CHF | 215,775 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.91% | 87.81 % | 88.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,115 CHF | 220,115 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.92% | 86.13 % | 86.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,080 CHF | 218,080 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.94% | 84.44 % | 85.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,197 CHF | 213,197 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.95% | 84.33 % | 85.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,760 CHF | 211,760 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.96% | 83.48 % | 84.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,424 CHF | 210,424 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.96% | 83.03 % | 83.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,677 CHF | 208,677 CHF | 99.42% | 99.42% |
| 02/05/2024 | 0.95% | 82.44 % | 83.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,399 CHF | 211,399 CHF | 100.00% | 100.00% |
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