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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.95% | 84.37 % | 85.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,470 CHF | 211,470 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.95% | 83.45 % | 84.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,737 CHF | 210,737 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.99% | 81.18 % | 81.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,308 CHF | 203,308 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.00% | 79.99 % | 80.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,049 CHF | 201,049 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.00% | 79.28 % | 80.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,423 CHF | 201,423 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.99% | 80.75 % | 81.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,455 CHF | 203,455 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.00% | 79.39 % | 80.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,675 CHF | 201,675 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.99% | 80.02 % | 80.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,494 CHF | 202,494 CHF | 98.81% | 98.81% |
| 02/05/2024 | 1.00% | 79.33 % | 80.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,331 CHF | 200,328 CHF | 98.18% | 98.18% |
| 30/04/2024 | 1.00% | 77.43 % | 78.21 % | 120,000 | 250,000 | 212,475 | 250,000 | 162,111 CHF | 193,063 CHF | 98.59% | 100.00% |
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