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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 | 1.28% | 38.36 % | 38.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 97,249 CHF | 98,499 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.29% | 38.68 % | 39.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,342 CHF | 97,592 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.35% | 37.46 % | 37.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 91,961 CHF | 93,211 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.41% | 35.44 % | 35.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 88,026 CHF | 89,276 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.39% | 35.51 % | 36.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 89,416 CHF | 90,666 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.44% | 34.40 % | 34.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 85,967 CHF | 87,217 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.42% | 35.00 % | 35.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 87,140 CHF | 88,390 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.45% | 34.40 % | 34.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 85,832 CHF | 87,082 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.45% | 34.18 % | 34.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 85,848 CHF | 87,098 CHF | 99.05% | 99.05% |
| 02/05/2024 | 1.51% | 32.66 % | 33.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 82,363 CHF | 83,613 CHF | 100.00% | 100.00% |
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