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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 | 0.84% | 94.76 % | 95.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,257 CHF | 238,257 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.87% | 91.24 % | 92.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,001 CHF | 230,001 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.89% | 89.94 % | 90.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,854 CHF | 225,854 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.87% | 92.09 % | 92.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,375 CHF | 231,375 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.88% | 90.41 % | 91.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,949 CHF | 228,949 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.90% | 88.21 % | 89.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,790 CHF | 222,790 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.91% | 88.12 % | 88.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,007 CHF | 221,007 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.91% | 87.06 % | 87.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,663 CHF | 219,663 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.92% | 86.57 % | 87.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,605 CHF | 217,605 CHF | 99.17% | 99.17% |
| 02/05/2024 | 0.91% | 85.86 % | 86.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,101 CHF | 220,101 CHF | 100.00% | 100.00% |
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