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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 | 0.84% | 94.73 % | 95.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,884 CHF | 238,884 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.81% | 94.78 % | 95.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,769 CHF | 246,769 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.83% | 98.31 % | 99.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,080 CHF | 241,080 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.85% | 95.26 % | 96.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,230 CHF | 236,230 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.86% | 92.30 % | 93.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,301 CHF | 234,301 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.86% | 92.83 % | 93.63 % | 250,000 | 248,000 | 250,000 | 249,439 | 232,784 CHF | 234,261 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.85% | 94.17 % | 94.97 % | 250,000 | 245,000 | 250,000 | 249,016 | 235,645 CHF | 236,711 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.85% | 94.19 % | 94.99 % | 250,000 | 240,000 | 250,000 | 249,585 | 234,380 CHF | 235,987 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.86% | 92.91 % | 93.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,995 CHF | 232,995 CHF | 99.59% | 99.59% |
| 02/05/2024 | 0.88% | 91.16 % | 91.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,327 CHF | 229,327 CHF | 100.00% | 100.00% |
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