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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 | 1.27% | 38.71 % | 39.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 98,143 CHF | 99,393 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.28% | 39.03 % | 39.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 97,224 CHF | 98,474 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.34% | 37.80 % | 38.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 92,786 CHF | 94,036 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.40% | 35.75 % | 36.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 88,791 CHF | 90,041 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.38% | 35.82 % | 36.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 90,210 CHF | 91,460 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.43% | 34.72 % | 35.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 86,722 CHF | 87,972 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.41% | 35.31 % | 35.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 87,917 CHF | 89,167 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.43% | 34.70 % | 35.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 86,593 CHF | 87,843 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.43% | 34.49 % | 34.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 86,624 CHF | 87,874 CHF | 99.41% | 99.41% |
| 02/05/2024 | 1.49% | 32.95 % | 33.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 83,082 CHF | 84,332 CHF | 100.00% | 100.00% |
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