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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 | 1.13% | 43.11 % | 43.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 109,576 CHF | 110,826 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.14% | 43.71 % | 44.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 108,792 CHF | 110,042 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.20% | 42.23 % | 42.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 103,395 CHF | 104,645 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.26% | 39.79 % | 40.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 98,770 CHF | 100,020 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.23% | 39.95 % | 40.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 100,674 CHF | 101,924 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.29% | 38.67 % | 39.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,622 CHF | 97,872 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.26% | 39.47 % | 39.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 98,245 CHF | 99,495 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.28% | 38.85 % | 39.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,946 CHF | 98,196 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.28% | 38.70 % | 39.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 97,112 CHF | 98,362 CHF | 99.41% | 99.41% |
| 02/05/2024 | 1.34% | 36.73 % | 37.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 92,709 CHF | 93,959 CHF | 100.00% | 100.00% |
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