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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 | 1.12% | 43.23 % | 43.73 % | 150,000 | 150,000 | 150,000 | 150,000 | 66,860 CHF | 67,610 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.13% | 44.54 % | 45.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 66,162 CHF | 66,912 CHF | 87.49% | 87.49% |
| 14/05/2024 | 1.22% | 42.21 % | 42.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 61,321 CHF | 62,071 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.29% | 38.86 % | 39.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 57,587 CHF | 58,337 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.26% | 38.96 % | 39.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 59,100 CHF | 59,850 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.33% | 37.38 % | 37.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 56,008 CHF | 56,758 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.30% | 38.46 % | 38.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 57,387 CHF | 58,137 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.32% | 37.81 % | 38.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 56,574 CHF | 57,324 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.31% | 37.70 % | 38.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 56,704 CHF | 57,454 CHF | 99.88% | 99.88% |
| 02/05/2024 | 1.39% | 35.17 % | 35.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 53,466 CHF | 54,216 CHF | 100.00% | 100.00% |
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