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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 | 1.03% | 48.42 % | 48.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 120,952 CHF | 122,202 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.06% | 46.98 % | 47.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 117,704 CHF | 118,954 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.07% | 46.64 % | 47.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 116,033 CHF | 117,283 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.05% | 47.37 % | 47.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 118,035 CHF | 119,285 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.06% | 46.54 % | 47.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 116,760 CHF | 118,010 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.09% | 45.73 % | 46.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 114,406 CHF | 115,656 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.10% | 45.54 % | 46.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 113,322 CHF | 114,572 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.10% | 45.14 % | 45.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 112,870 CHF | 114,120 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.11% | 44.75 % | 45.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 111,678 CHF | 112,928 CHF | 99.51% | 99.51% |
| 02/05/2024 | 1.10% | 44.56 % | 45.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 112,932 CHF | 114,182 CHF | 100.00% | 100.00% |
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