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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 | 0.93% | 86.03 % | 86.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,901 CHF | 216,901 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.92% | 85.84 % | 86.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,708 CHF | 217,708 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.91% | 87.24 % | 88.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,263 CHF | 220,263 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.91% | 87.38 % | 88.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,089 CHF | 221,089 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.92% | 87.50 % | 88.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,556 CHF | 219,556 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.92% | 86.70 % | 87.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,538 CHF | 218,538 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.92% | 86.01 % | 86.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,608 CHF | 218,608 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.92% | 87.10 % | 87.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,872 CHF | 218,872 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.91% | 86.72 % | 87.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,347 CHF | 220,347 CHF | 99.02% | 99.02% |
| 02/05/2024 | 0.91% | 87.69 % | 88.49 % | 220,000 | 250,000 | 235,522 | 250,000 | 205,819 CHF | 220,492 CHF | 100.00% | 100.00% |
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