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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 | 0.79% | 99.85 % | 100.64 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,937 CHF | 60,411 CHF | 100.00% | 100.00% |
| 28/05/2024 | 0.79% | 99.99 % | 100.78 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,994 CHF | 60,468 CHF | 100.00% | 100.00% |
| 27/05/2024 | 0.79% | 100.21 % | 101.00 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,129 CHF | 60,603 CHF | 100.00% | 100.00% |
| 24/05/2024 | 0.79% | 100.27 % | 101.07 % | 60,000 | 60,000 | 60,000 | 42,602 | 60,039 CHF | 42,947 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.79% | 99.31 % | 100.10 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,553 CHF | 60,027 CHF | 100.00% | 100.00% |
| 22/05/2024 | 0.79% | 99.04 % | 99.83 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,424 CHF | 59,898 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.79% | 99.06 % | 99.85 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,422 CHF | 59,896 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.79% | 99.14 % | 99.93 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,492 CHF | 59,966 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.79% | 99.16 % | 99.95 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,480 CHF | 59,954 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.79% | 99.12 % | 99.91 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,448 CHF | 59,922 CHF | 100.00% | 100.00% |
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