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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/05/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,342 CHF | 495,342 CHF | 100.00% | 100.00% |
| 28/05/2024 | 1.01% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,660 CHF | 495,660 CHF | 100.00% | 100.00% |
| 27/05/2024 | 1.02% | 97.80 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,002 CHF | 494,002 CHF | 97.58% | 97.58% |
| 24/05/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,947 CHF | 494,947 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,406 CHF | 495,419 CHF | 100.00% | 100.00% |
| 22/05/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,154 CHF | 501,154 CHF | 100.00% | 100.00% |
| 21/05/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,452 CHF | 502,452 CHF | 97.66% | 97.66% |
| 17/05/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,014 CHF | 505,014 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,541 CHF | 505,541 CHF | 99.61% | 99.61% |
| 15/05/2024 | 1.00% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,865 CHF | 504,865 CHF | 99.43% | 99.43% |
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